Oh, yeah, they've probably run into each other at all the events that the Capitol insists on holding, and of course, at ceremonies at the start of every new year's Hunger Games. Thor isn't too much a fan of Gamemakers, being a Victor, but with his brother being one of the most well-known since his rise to fame, he doesn't really talk out about them like he used to (waaaay back when). Of course, Thor doesn't really do anything that's not Capitol approved nowadays.
Maybe something could stem from that?
(Also, Bruce could maybe be a part of the project that develops the serum they use to hijack people in the Capitol? Maybe not directly responsible if you don't want, but more "someone stole that data I was working on about tracker jackers WTH???" and boom, the serum is created?)