Tired of junk thermostats. Going with NOS. Do I need to drill a hole in in?

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You beat me to it.
Are you checking the stats function in a pot of boiling water?
Also its pretty easy to throw a $5 stat into an old Mopar box call it NOS and charge $$$.
As to your question, yes to hole, but 1/16 will do, I've done it.
Agree 100%. It takes 5 minutes to test one. I have found a few bad ones over the years. Remember that a 180* starts to open at 180*. A lot of people get confused on that. Plus, I agree with your NOS comment. A lot of NOS parts out there sat on a shelf for a good reason; it was returned as not fitting properly or defective 55 years ago and was not thrown away. it just sat on a shelf until NOS parts got popular. I am not saying that all NOS parts are bad, but I have been burned by a defective NOS part still in its box.