Thorsen began his artistic career attending periodically the Royal Danish Academy of Fine Arts. However he chose to produce and create art that was meant to be provocative. This included a number of public displays protesting various governmental issues. Thorsen also wrote, directed, and starred in a number of films, the most notable of them being Stille dage i Clichy (Quiet Days in Clichy), based on the Henry Miller novel.
In painting, Thorsen painted a number of abstract works, which have become increasingly collectible. He also stirred up controversy with a work depicting Jesus in a manner some considered pornographic. Thorsen planned a film called The Many Faces of Jesus, later The Sex Life of Jesus, and was to have involved both heterosexual and homosexual acts. The film was to have been made in Britain, but it faced intense opposition from Christian morality campaigner Mary Whitehouse, pressure groups, as well as from the Queen, then Prime Minister James Callaghan, and the Archbishop of Canterbury, Donald Coggan. The film was never made.
He was also a jazz musician and co-founder of the group "Papa Bue's Viking Jazzband".