|The only thing you should say in response to your manager's late "Thank you" is, "You're welcome." Granted that feedback should be given as quickly as possible, there can be totally acceptable reasons for it to occasionally run late.|
If you try to envision a scene in which you tell your boss that you are disappointed that he did not thank you sooner, it is not a pretty picture. There is no easy way to mention this dissatisfaction without sounding petty, childish, and insecure. And, by doing so, you are likely to trash all of the goodwill that you built by working so hard.
At this point, the best steps for you to take are to put all of this behind you and to continue to work diligently on your job. At least your manager understands the importance of thanking his employees for a job well done, and it would not be surprising to find that he improves his timing in the future. Even though your manager can be late with the thanks, there are many employees who would be thankful to work for someone like him.