Are the junk messages marked as junk by the Gmail server, or are they marked as junk by Thunderbird? In Account Settings → Junk Settings, I have configured Thunderbird to move junk messages to that account's Spam folder. When I mark a message as junk in Thunderbird, it gets moved to that Spam/Junk folder and no other copy is left in that account's All Mail folder, so when I empty Junk, they are gone for good.

Thanks, but that doesn't solve my problem. I have a similar configuration. I'm not sure if it is Thunderbird placing the messages in the junk folder, or Gmail, but I still get stuff in both junk and spam, the latter not being downloaded by default. If I mark a message as spam, it goes to junk, but doesn't get deleted from All Mail when I empty junk. I still have to open the All Mail folder and use tools to delete all messages marked as junk.

One other setting to change is what should happen when you delete a message in Tbird. Open Account Settings > Server Settings > When I delete a message > Move it to > that Gmail account's Bin/Trash folder.