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This document is the best set of guidelines i've seen for supporting PCIe over Thunderbolt. It covered all the things that I learned while updating a PCIe driver and PCIe hardware for use on Thunderbolt.
Thunderbolt Device Driver Programming Guide
Yes it is from Apple, so you can ignore all the macOS specific stuff but most of the issues are the same on any OS.
Tolerating PCI Latency: This is the area where we also made hardware changes to the PCIe device along with driver changes.
Using Hot Plug Operation with PCI Devices: Check for device gone everywhere.
Hopefully someone finds this helpful.
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