Lions took the lead against the run of play. Alex Lishak fouled Avi Schwarz and Tony Gold's exquisite free-kick found the head of Rob Hershkorn who nodded home from close range.
Lions' David Dinkin then had a great chance to double the lead when he capitalised on a defensive error, rounded the keeper but shot wide.
Steve Faye was then cautioned for a crunching foul on the impressive David Cohen but Lions were unable to test Daniel Lee in the Glenthorne goal with the resultant free kick.
Following a half time grilling from manager Ian Cohen, the Thornes started the second half with great intent. Walker hauled the visitors back on level terms after 55 minutes. Good work between Jamie Cooper and new signing Gavin Factor allowed the marksman to rifle home from 20 yards.
Glenthorne forged ahead two minutes later. Myers upended Walker in the box and referee Martin Lavender pointed to the spot. Walker dusted himself down and beat Pauwen from 12 yards.
Lions were not behind for long as intelligent play from the evergreen Schwarz sent Hershkorn clear and he calmly slotted home to make it 2-2 and set up a grandstand finish.
It was turning out to be the Walker v Hershkorn show with both players seeking their hat-trick, but it was Walker who had the last laugh.
A magnificent run starting just inside his own half saw him tease and trick the Lions defence. He had the chance to shoot but chose to play the ball to the advancing Lassman who delightfully slotted home giving the visitors a well-deserved three points.
"My boys were magnificent," said Thornes boss Ian Cohen. "I'm delighted with the result. We battled hard and never gave up.
"Consolidation in this division is key and we have got off to the best possible start. I won't let the boys get carried away with this result but I believe that if we can keep this set of players together we could do something special in a couple of years."
Lions player-manager Andy Myers said: "I have to take positives out of this as we have a lot of young players who need time to gel but all the credit goes to Glenthorne. They made it extremely tough for us."
Lions: Pauwen, Arghebant, Gold, Rose, Myers, Astaire, Cohen, Schwarz, Wainberger (sub: Levy), Heishkorn, Dinkin (sub: Lew)
Glenthorne: Lee, Faye (sub: Rubin), Shamplina (sub: Sollosi), D Cooper, Mervish, Cohen, Factor, Lassman, Lishack, J Cooper, Walker
MOM: Lewis Walker (Glenthorne)