The coolant should not flow until the stat opens. That's it's job is to regulate teh temperatue. It doesnt help cool. Is stops flow to keep things warm in a properly functioning and sized cooling system. I sometimes drill a 1/8" hole in them. But not all the time either. It only helps when filling. You should not have any air trapped in the heads or block after the system has been run and cycled. Especially if it's a coolant recovering type system where the coolant is drawn back into it while things cool down. If you had a series of holes it simply weakens the effect having a Tstat gives.