I have a clip-on thermal that I take on and off my day rifle as needed. I collimated the thermal to align with my day optic’s zero and everything works as it should. How important is it to make sure the thermal is mounted on the same picatinny rail position each time I remount it? Is it critical? What happens if it’s 1-2 rail spaces forward from where I zero/collimated it?

Assuming that the answer above is “it really matters a lot”, what do you guys use to make sure that you are installing your clip on on the same rail spot each time you remount your clip-on? I’m picturing having some sort of physical marker/object or something that lets me know, “bump my thermal up against this thing and then I know that it’s in the right position”.

These work to mark your rail, cover the rail, secure cables, and more.

Index clips

It might be a couple MOA off if mounting on a different section.
I usually just butt it up against the scope as close as it'll go to make sure it's in the same place every time.

I use rail ladder covers to bracket my QD mounts. Just cut to custom length and it is impossible to mount anything in the wrong spot. This is for QD red dots, magnifiers, LPVO, thermal scopes, etc. The only exceptions are if it is so far back it runs up to the BUIS, so far forward it runs into a switch, or two optics have overlapping mount points, like an LPVO and thermal scope... in which case I try to limit one optic (like a day optic) off the front and another more rear mounted optic that overlaps some of the day optic mount footprint but requires a couple more slots to the rear (like a thermal scope) off the rear.

It depends........

On a number of factors, quality of rail, quality of mount etc.

When I'm happy with a set up, I mark my pic rails with map marker pencils - using dots to indicate position of mount  

Also if mounting screws or nuts are involved, I use a torque wrench/driver and follow manufacturers specs.

If I do this the adjustments are small when remounting, typically ~ 0.2mil/ 1/4MOA

PS Cheap QD mounts are cheap for a reason.  
PPS for the primary scope I always use good quality cantilever mounts.