As the title asks.
No, Thor is not resistant to Hela's powers, except well, maybe a little. Hela has a death touch and she once scarred Thor's face with it, though if Thor had zero resistance, you'd think it would have killed him. They have fought a few times in the comics, and for the most part, Thor evades or stops Hela's attacks through skill, agility, and use of Mjolnir.
Keep in mind that was Hela's 'Hand of Glory', which is different than her pure death powers. Hela has 'deathed' Thor in the past via rapid aging (something only she can do to an immortal).