I was asked this question at the Oxford Show recently, in which I had entered a plant of M. thornberi - no prizes though....
I have grown this for a number of years and occasionally a stem does dry up, but generally speaking I don't have much trouble with it. It does have this reputation, though, so I guess I have been lucky, with this plant, though another did almost die, and I managed to rescue an offset and grow it back to a reasonable plant.
I use a very open compost, water fairly normally - as for most of the Ancistracanthae - and dry off from October to March. I have been told that early water can help, as in habitat in SW Arizona, they get long dry summers, but often some early rains. I haven't tried that myself, as in Feb/March my greenhouse is too cold for me to venture with the watering can.