Having switched from Thunar to Midnight Commander, I decided that it’s high time to do something with this terrible gray/cyan combo that MC ships with.
Here’s a screenshot of MC run in rxvt-unicode in i3wm (right-click to view a better resolution version of the picture):

I have attached the [Color] section of ~/.mc/ini and ~/.Xresources (I have customised rxvt-unicode colours.)
Files:
mc.ini
Xresources
Enjoy!