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As an avid hiker I have had my fair share of cling-ons, pickers and stickers. The only way to get thistle burrs, burdocks and other unwanted attachments is to pick them out one by one while wearing gloves. If you have an old sweater that you don't mind wrecking you can rub the old sweater over the burrs and many will stick to the old sweater, but you will still need to pick the rest out by hand wearing some type of glove for protection. A magnifying glass and tweezers will get the last few out when you are done. Most "hacks" don't work and still require picking out what's left behind by hand.
If you look for "life hacks" you might find recommendations to use gorilla tape or duct tape. DO NOT DO THAT! the adhesive is strong enough that it will damage your clothes. Both can also leave adhesive on the fabrics of your clothes and then you have a new problem: glue on fabrics. If you want to try tape painter's tape or old fashion beige masking tape will work without the residue or duct and gorilla tape.