Should "So", "Therefore", "Hence", and "Thus" be followed by commas?

Solution 1:

Commas are not determined by grammar, nor by which words they follow. Comma indicates a particular intonation. If you would use that intonation in speaking the sentence, use a comma; if not, don't. So it's important to hear what you're writing, in your mind if nowhere else.

Generally in short sentences you wouldn't, but if the sentence following the introductory word is long, you might well. Also generally speaking, if the material coming first is long (as it is in this sentence but wasn't in the previous sentence), you would.

Punctuation is not absolute; it's a work in progress.

Solution 2:

The short answer is "no." The longer answer is: a comma is not a requirement but neither is it something to avoid.

What may blow your mind is that the comma is not required anywhere in any of your examples. It is a matter of style.