Is it preferable to write a thin space after nobiliary particles (von, de la, …)?
Does for example
Miguel de\,Cervantes y\,Saavedralook better than the standard width spaced equivalent?
I have the answer for French typography (and one of the nobiliary particles you quote is French, so…): the spaces preceding and following nobiliary particles should be regular spaces (the canonical reference being the Lexique des règles typographiques en usage à l’Imprimerie Nationale).
I don’t know if it holds in other languages, including English, but it would definitely make sense… and cause less disruption to the flow of text.