They don't always fail in closed position, a lot of times they also don't close properly anymore (this is actually the majority).
In Oz mechanics probably only diagnose the ones stuck in closed position due to hot weather conditions - partially open usually only presents itself sufficiently in colder climates to get diagnosed.
The mk3 cooling system is self bleeding - air locks usually go away fairly quickly, even fast if you massage radiator bottom hose while filling the system.
To drain undo bottom hose at radiator - then there are two ways to get to thermostat (assuming you have a 1.8, 1.9d or 2.0 engine);
either remove P/S pump (don't disconnect hydraulics) and you can access thermostat flange with water pump in situ;
or remove alternator, then take waterpump off and finally take flange off and replace thermostat outside the car.
The latter is the easier option in my opinion.