A quick fix would be removing
/System/Library/QuickLook/ folder. This will disable thumbnail creation for all movie files, not just MKVs.
A better fix (if you know what you're doing) would be to restrict the
Movie.qlgenerator plugin to only displaying content of certain video formats:
Right-click on Movie.qlgenerator - you should be able to open its Contents folder and see its Info.plist file. You could try modifying this to exclude .mkv files; unfortunately there's no way to do this directly, but you could modify the LSItemContentTypes part to only include types that aren't .mkv.
You absolutely must backup Movie.qlgenerator before doing this. Anyway, once you've backed it up, open Info.plist in the original plugin within the Quicklook framework; you'll probably need to use XCode, or you could try using plutil on the command-line if you're comfortable with that (
plutil -convert xml1 <path_to_Info.plist>), since the .plist is in binary format by default.
Find LSItemContentTypes (in XCode look for Document types then Document Content Type UTIs). This is an array of items, with one entry of
public.movie, which basically means "any movie that Quicktime can open".
Remove this and instead add entries for the following UTIs:
(or the UTIs for the movie types you would like to keep the previews for)