I downloaded and installed gnome-xcf-thumbnailer hoping that it would allow Nautilus to automatically generate thumbs in a directory full of GIMP .xcf image files, however it did nothing.

I found a bug regarding this at https://bugs.launchpad.net/bugs/999070

To fix it, you need to create the file:

/usr/share/thumbnailers/gnome-xcf.thumbnailer

Code:
sudo mkdir -p /usr/share/thumbnailers/
sudo nano /usr/share/thumbnailers/gnome-xcf.thumbnailer
and it should contain:

Code:
[Thumbnailer Entry]
TryExec=gnome-xcf-thumbnailer
Exec=gnome-xcf-thumbnailer %i %o
MimeType=image/x-xcf;image/x-compressed-xcf;
Save and then re-run Nautilus and it should begin create thumbs for .xcf files in any director. You may need to click on Reload in Nautilus.