You can disable the enlightenment filemanager in the modules, then it will also dissapear in the menu.
To use thunar you can setup the places gadget to open with thunar and add an launcher for icon on a shelve/drawer/itask-ng for quick access.
Concerning default apps with efm: right click the file you want to open/choose open with, choose application in the popup window. E17 will automatically set the choosen app as default even when there was another app set for that mimetype.
There are some modules like a pathbar and extra buttons you can add to efm to make it more functional.
Don't know about setting default apps with thunar.