by right-clicking on a picture in Thunar. "Use as wallpaper" does not happen. I can not translate english with Google Translator. :-)
Known bug, anyhow thanks for reporting ! This is caused by a incompatibility between xfdesktop 4.12 and the updated thunar-plugin API (thunar 1.7 and above) Should be fixed if you use the development version of xfdesktop (4.13.x)