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There are several possible reasons why your Bermuda grass is not thick, with the biggest reasons being too little water, too much shade, compacted soil, drainage issues, and too few nutrients in the soil. Bermuda grass needs frequent and direct sunlight to stay thick, so thinning grass is likely the result of a lack of sun. 

First, make sure you’re watering your grass early in the morning (and keep in mind you don’t have to water every day). Doing this helps ensure the water is able to soak in before the hot temps evaporate all of the water. Also, when you mow, don’t mow your grass as short as you would in non-drought conditions. Taller grass can help slow down the rate at which soil dries out. Finally, take your leftover lawn clippings and spread them out across the lawn to give it a little extra shade and nutrients.

In the fall, you should aerate the soil, overseed the bare spots, kill weeds, mow the lawn low, and rake your leaves. By boosting your lawn’s health in the fall, your grass will be stronger throughout the winter and come back healthier in the spring. You should also trim your perennials so that they withstand the winter and are ready for new growth in the spring. 

Don't pick up or dispose of aeration plugs. They will break down by themselves in one or two weeks. Rainfall will speed this up, as will watering the lawn. Mowing helps, but don't mow the grass too soon post-aeration. It's unusual that the plugs would remain after three or four weeks, but mowing and raking will break them down by that point.