Correctly is whatever is most fun to you!
Personally, I prefer to split the deck into piles of 10, put a thunderstone in each pile, shuffle the piles individually and stack them to make a dungeon. Thunderstones will come out from quite early on and the game ends when the last thunderstone is claimed.
Guardians get shuffled into piles starting from the second from bottom collection of 10 and moving toward the top of the deck, one per pile. They show up toward the end of the deck but always before the last thunderstone so you can't avoid them.
Seems a fun idea Goat.