Early on Thursday, two attacks took place on anti-government targets.
An explosive was lobbed into the garden of a senior judge, and a grenade was thrown at a group of men guarding the encampment of the People's Alliance for Democracy (PAD).
Police say about 10 people were injured in the blast.
The PAD has been occupying the main government offices for more than two months, with the aim of toppling the administration led by Prime Minister Somchai Wongsawat.
They claim Mr Somchai is a proxy for Thaksin, who was ousted in a military coup in 2006 and now lives in the UK.
Pro-government groups are promising to bring thousands of their own supporters in from the countryside this weekend in a show of strength.
But according to the BBC's correspondent in Bangkok, Jonathan Head, on Thursday the streets belonged to the PAD, who gathered outside the British embassy.
They are demanding that the UK government extradite Thaksin, who was sentenced to two years in prison for violating conflict of interest rules last week, and still faces several other charges.
However his conviction may not be covered by extradition agreements between the two countries, and Thaksin argues that he cannot get a fair trial in Thailand because, he says, the judiciary is sympathetic to the opposition. BBC
Correspondents say there still seems to be little appetite for compromise in a conflict which is now taking on dangerous regional characteristics. The government has just announced it will move the site of next month's South East Asian summit from Bangkok, which it is no longer confident of securing, to Chiang Mai in the north, where support for Thaksin is still strong.