If links are in a cached post, you will not be able to delete them anyway. They will just disappear when the cache entry for that post expires. If VaultWiki was enabled, then deleting the thread should have also deleted the corresponding wiki data.
If it still auto-links in new posts, then it is possible the wiki data wasn't fully removed. You can prevent certain terms from autolinking by adding them to the Auto-Link Ignore List setting, which may be under Settings > Options > VaultWiki: General Settings, but I am going from memory on that.