Undergraduate books for self-study (quantum and thermal physics)

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desti
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It's been a while since I studied physics. I did a few basic courses in physics as a freshman, but I never studied any physics since, but instead majored in math and ended up doing a math PhD. Nowadays, I work on self-driving cars at a large tech company, where my work is mostly in computer vision using camera and lidar data.

Recently the fact that I know next to nothing about physics has started bothering me, so I decided to brush up on it. I bought An Introduction to Mechanics by Kleppner and Kolenkow as well as Introduction to Electrodynamics by Griffiths and I've spent the last four months plowing through the books having almost finished them. My question is basically that most of these books with just the name "Physics" also contain chapters on elementary thermal physics and quantum mechanics. These topics are not covered by the two books above, so are there any books at a similar level that cover those topics? In other words, what junior/senior level books would be recommended for thermal physics and quantum mechanics?

As I have a math PhD, I'm not afraid of math, but would still require books that are self-contained. Since my background in mechanics currently doesn't cover Lagrangian or Hamiltonian mechanics, I realize that this might limit the options somewhat. However, if better coverage is available with those parts of mechanics under your belt, I might as well read some classical mechanics book before jumping into thermal physics and quantum mechanics. Does anyone have any recommendations on what path to take?
 
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Schroeder (thermal physics) and Griffiths (QM) are popular undergrad textbooks. I myself have never used Schroeder. Kittel (1st edition, not Kittel and Kroemer) is a great introduction to thermal physics, starting right from the non-mysterious notion of entropy by counting microstates. However, I have a feeling that a math person wouldn't like Griffiths' QM book that much as he obscures the mathematical structure of QM too much (as I detailed in my review of the book). I'd recommend other popular pick: Shankar or Sakurai (his Modern QM, not Advanced QM which is about relativistic QM) over Griffiths.

You wouldn't miss much of the typical undergrad-level physics if you don't know the Lagrangian or Hamiltonian formalisms. For graduate-level stuffs, of course, it's a different story.