“Please, tell them I say thank you (very
much)” – nothing grammatically wrong with this (except for the Slavic comma
after "please” in this kind of ‘making a request’ context when it's an
adverb, not an interjection), but it's not idiomatic (doesn't sound
natural) – in Czech either: řekněte jim, že říkám děkuji
.
[“Please tell them I say thank” gets only 7 hits on Google.]
“Please tell them many thanks from me” (without the
Slavic comma after “please”) is fine. You can also say “please give them
my grateful thanks for ( + ing form, or noun )” or “please tell them how
grateful I am/was for …” or “please thank them very much on my behalf
(for … + ing form or noun …).”
Please, no comma after please
Should you write Please, send me your comments or Please send me
your comments? The version without a comma is correct. If you put a comma
after please, it sounds as though you are irritated and impatient: Oh, for
heaven’s sake, just send me your comments will you: you’ve kept me waiting
long enough! So remember: no comma after please! (Quick Tips)