Have you installed and/or modified it yet?
Notice that tstat has two raised "rings" in it. Some folks say the tstat needs to be trimmed to fit. Others claim it fits as is. I always trim. If you decide to trim, trim the outside until it is flush with the large "ring". It's about 1 mm and takes just a few minutes with a dremel. Less with a grinder!
For the bleed hole, which is a must, drill a hole in the inner ring. The smaller the better. An 1/8" bit is almost too big. the inner ring is raised on one side and (surprise!) indented on the other- that makes it easy to drill!
The gasket slips right around the outer rim of the tstat and seals both the tstat and the housing. No rtv or sealant needed.