Many Tstats now come with a small bleed hole in the flat flange of the Tstat; purpose is to help remove air as cooling system is being filled. Works real well.
Any Tstat I buy now, if it doesn't have a bleed hole, I drill a 1/16 hole or a little smaller, then deburr the hole edges. Take a little time filling the cooling system and there is usually very little air trapped in the system.