Oh anon this happens to me all the time, this week in fact. I always say thankyou if someone pays for me, but find it so difficult. If you keep harping on they get annoyed, they've made the nice gesture of paying for me and if I try and force money on them it's like I've taken it away from them, but I do feel really awkward and don't know what to say, usually I just go into effusive thankyou mode. I always try and pay for them the next time if I can, but sometimes that's difficult as well.