When playing games as old as this with low resolution textures I prefer to not have any texture filtering as opposed to the blurry texture filtering of that era (think Quake software mode vs GLQuake). I heard there was a way to do it in Thief but it made the shadows jaggy.

Also, with the current Thief and Thief 2 installers (as of March 2018), what do you have to do after installing the games when it comes to TFix or Tafferpatch? GOG seems to have NewDark bundled in now, can you just run that on Windows 10 or are there still issues?

as mentioned a couple of times, it depends on what you want - if you just want the most critical bugs fixed, the GOG build should be enough, if you want more, use the patchers.