I perform the kneeling hip thrust with my feet together, thereby placing your hips in slight external rotation. This is a common modification for the bridge exercise that I utilize for people with tight hip flexors.
The hip thrust exercise has become a common exercise for strengthening the gluteus maximus that has gained popularity over the last couple of years thanks to its simplicity and effectiveness. While a weighted bilateral hip thrust is an excellent exercise, I have found that some people have difficulty performing the exercises in the rehab setting. You could start the hip thrust exercise with just body weight, but some people will still have difficulty disassociating hip extension and lumbar spine extension, making the standard hip thrust difficult to perform with proper form even with little to no weight.
In the rehab setting, I typically need to start working on glute training in most patients. I am a big believer in strengthening the glutes and training them to extend the hip so that the hamstrings and low back take less stress.