I have done the big note + small note cash payment method dozens of times in Big C, Makro, 7-eleven, car wash, the local market... many, many places. Despite this being a largely western habit, I have never yet had a confused cashier, or the handing back of the small note or any misunderstanding what I am trying to achieve by doing this.
Therefore, based on the OP's recent experience at the gold club, I somehow feel that I have been cheated out of a life-enriching, Thai monetary transactional experience.
Who should I complain to?