There was some discussion of thermal vias in this thread I started about an HTSSOP footprint.
Also, I later contributed a script for generating QFN footprints to the kicad-footprint-generator repository. It supports thermal vias as an option. (It doesn’t support rounded pads, though.)
In addition, the KLC has some recommendations for thermal pads in rule 8.3 and for thermal vias in rule 7.7.