There was always a problem with Thor, in that he was, like the Hulk, too powerful as a regular team member. As a result, he featured less and less often, usually only turning up as 'the cavalry' when the other Avengers met something they couldn't cope with. That, and the fact that the MCU dispensed with his 'mortal identity' of Dr Blake has left the films with nowhere to go. So play it for laughs!
Either that or you go Justice League, where the crest of the 'team' hides behind Superman until the Batman figures out how to take the bad guy down!