I just killed Cicero and used Dead Thrall on him, after doing that and leaving the sanctuary he doesn't make any groans the blue swirls that reinmated corpse have are gone and he giggles and tells jokes just as if a follower, but you dont get any dialouge option and when you lock on him it sais (Dragonborn's name's) Cicero. I also found out he gets all of his skills back and if you have any off the perks in Conjuration those work on him too! BTW: If you want to take his stuff and then use Dead Thrall on him he still has all of his stuff when you leave the sanctuary.