  Vacancy-ordered double perovskites (A$_2$BX$_6$), being one of the
environmentally friendly and stable alternatives to lead halide perovskites,
have garnered considerable research attention in the scientific community.
However, their thermal transport has not been explored much despite their
potential applications. Here, we explore Cs$_2$BI$_6$ (B = Pt, Pd, Te, Sn) as
potential thermoelectric materials using the state-of-the-art first-principles
based methodologies, viz., density functional theory combined with many-body
perturbation theory (G$_0$W$_0$) and spin-orbit coupling. %The phonon
dispersion plots and Poisson's and Pugh's ratios show the dynamical and
mechanical stability of this class of perovskites. The absence of polyhedral
connectivity in vacancy-ordered perovskites gives rise to additional degrees of
freedom leading to lattice anharmonicity. The presence of anharmonic lattice
dynamics leads to strong electron-phonon coupling, which is well captured by
Fr\"{o}hlich mesoscopic model. % to investigate the interaction of longitudinal
optical phonon modes with the carriers that strongly influence the carrier
mobility. The lattice anharmonicity is further studied using {\it ab initio}
molecular dynamics and electron localization function. The maximum
anharmonicity is observed in Cs$_2$PtI$_6$, followed by Cs$_2$PdI$_6$,
Cs$_2$TeI$_6$ and Cs$_2$SnI$_6$. Also, the computed average thermoelectric
figure of merit ($zT$) for Cs$_2$PtI$_6$, Cs$_2$PdI$_6$, Cs$_2$TeI$_6$ and
Cs$_2$SnI$_6$ are 0.88, 0.85, 0.95 and 0.78, respectively, which reveals their
promising renewable energy applications.
