The blade alveolar /s,z/ are not assimilated by a following dental consonant. In sequences like this thing, kiss them, his theory, his thumbs, the tip of the tongue, which is not actively involved in the articulation of /s,z/, is raised to touch the inside of the upper front teeth for /θ,ð/, while at the same time the blade-alveolar contact is released. Sequences like /ʃθ/, /nð/ and /d͡ʒð/ as in smash things, own them and change them are articulated in a similar fashion.
Lenis /ð/, however, is itself frequently assimilated by a preceding or following /z/, as in who’s that /huːzzæt/, is there /ɪzzɛr/, and final /θ/ by a following /s/, as in both sides /boʊssaɪdz/, faiths /feɪs/, at least in informal styles.
There is no /ð/ in clothes /kloʊz/; months and tenths are /mʌnts, tɛnts/.
To practice the transition of /s,z,ʃ,ʒ/ to /θ,ð/ start with /s/-sequences. Pronounce a long [ssss]; then lift the tip of the tongue until you can feel the inner edge of the upper front teeth, and slowly lower the blade (and front) of the tongue from the alveolar ridge and/or hard palate. The idea is that you learn to turn a blade-alveolar or palato-alveolar contact into a dental contact without moving the body of the tongue, and avoid pronouncing the sequence by making two separate articulatory gestures.
Since dental fricatives do not occur in many languages other than English and most non-native speakers find them difficult to learn, these sounds frequently become a source of considerable anxiety for the learner of English. More advanced learners of English often exhibit signs of th-phobia in the form of an extremely selfconscious and unnecessarily precise articulation of these sounds. A fairly common but deplorable practice is to insert a pause before and after initial and final /θ/ or /ð/, a tendency which may even be observed in the pronunciation of some non- native teachers of English. Remember that pronunciations like Fourth … Street or nineteenth … century are extremely unnatural and can be very irritating if they are at all frequent. So in /sθ/- or /θs/-sequences, always concentrate on the /s/: while pronunciations like nineteen(s) century would probably pass unnoticed in anything but the more formal end of the style range, pronunciations like nineteenth thentury or nineteenth … century are always inadequate.