I went over to a friend's to watch the Blu-Ray and see what they were all about. You aren't missing much.
The Thunderbolt files is an option that allows you to bring up small facts on the persuit of Banner and what is going on in the scene, like you are looking at Ross's database. It became boring real fast. Some of it is exactly what you find on the DVD website.
The comic panel to movie, isn't a documentary, but on selct scenes you have the option of watching the storyboards, raw footage and pre-vis while the scene plays in the background.
We couldn't get the comic book gallery to work, but it looked like it would pop up a Hulk comic cover to an issue that served as inspiration for a scene.
You were better off getting the Target set with the extra page of bonus features.
I do have to admit that the picture was impressive.