I have a two 4 mm thick saplings, they're about 80-90 cm high, and are tied to a bamboo stick for support.
1. Should I trim/prune them, or should I let them be until they thicken?
2. Do they really need support?
1: there are several ways to grow a bonsai and several styles of bonsai. Every time you cut it will slow down development. But if you wait longer, there will be bigger cuts taking longer to heal. That is the balance and you need to figure out for yourself what is the best way for you and for your final design. I would leave it first two years and after that cut back yearly.
2: trees do grow by themselves in nature without anyone making support for them. In bonsai we wire for movement, that also serves as an unintentional support. Speaking of wire, if you want to put movement into the trunk now may be the right time.