천만에요 is hardly ever said in conversation and it actually means "Not at all", not "You're welcome.".
Some phrases sound OK when written, but they do sound awkward when spoken by someone. For example, 매우(very) is used in formal written Korean, but in spoken Korean, 되게 is used instead. It's important to check if what you learned is *actually* what Korean speakers say in conversation.
When someone says "Thank you", we just smile in daily life. When we feel like saying something in response, we say 뭘요 more often than other phrases. 뭘요 means literally "For what", it's implying that you didn't do anything the listener should thank you for.