Have you thought any more of what I have said.
Yes it does mean - have you thought about what I have said. Or another way to say it is.. have you thought anymore about what I said/ Have you had any further thoughts about what I said earlier.
They have already had a conversation, and an opinion or point has been made, they are then asking... Have you thought any more about what I said/ have you thought again/ had another think about what I said from a previous conversation.
Does that help?