What is missing?
For StatefulSets it would be nice, to specify the updateStrategy. For now the updateStrategy is hard coded to:

UpdateStrategy: appsv1.StatefulSetUpdateStrategy{
	Type: appsv1.RollingUpdateStatefulSetStrategyType,
},

Why do we need it?
For production environment, it would be great to specify the updateStrategy to OnDelete in order to prevent a roll-out restart of all applied StatefulSet resources, which may cause a short outage of production environments. The updateStrategy will then only apply the changes when the pod gets deleted.

Anything else we need to know?:
For now the the updateStrategy is hard coded to RollingUpdate in three places:
pkg/thanos/statefulset.go, pkg/alertmanager/statefulset.go and pkg/prometheus/server/statefulset.go.