I suppose the version with "had" is more grammatically correct, especially in terms of formal writing and British English, because the other person's utterance happened prior to your thoughts about it. However, here in America we don't use that form so much. So the version without "had" is the one that you will hear more in the States, even in that context. "I thought you said that you didn't like that." sounds sooooo much more natural sounding to my American ears. :)

Both are correct. "Had said" is a little more formal, and puts slightly more emphasis on the saying as opposed to the disliking. Situation 1: I come home and find you merrily eating all my chocolate. I say: "I thought you said that you didn't like chocolate!" Situation 2: I hear you say: "I have always liked chocolate more than anything else in the world." I say: "I thought you had said that you didn't like chocolate?"

So - On Tuesday, Joe says: "I don't like that." On Wednesday, Jane tells you that Joe said that he didn't like that. On Thursday, you see Joe, and he says: "I like that." You say: "I thought you (had) said that you didn't like that." No, it doesn't make any difference. (Although I realized while writing this that I'd be less likely to use "had" in regard to reported speech. But it doesn't matter whether the speech was made (or reported) three minutes or ten years ago.)

Thank you very much, Sarah! And what if someone said that two days ago, and I got informed about it a day ago? Doesn't it make any difference?

Both are grammatically correct but "I thought you said that you didn't like that" sounds more natural.