Your not alone, I had problems with last house, I tried a battery powered thermostat which could be moved around, and I found most of the problem was due to location of the thermostat. The thermostat in the end failed, it lost range and had to be placed closer and closer to the receiver, and it did not have a fail safe, so if a command to switch off was missed, it would continue heating until temperature changed.
But before it failed, experiment found being on a table around 2 foot from radiator worked best, set it a little high to compensate for being so close, but it worked well, realised the wall opposite to radiator was a cold wall, so it was in its own micro climate.
So when if failed, did not want same again, so fitted programmable thermostatic radiator valve heads, found I needed to trim the lock shield valve a little, but once that was done they were within 1°C of target once enough time to change temperature had lapsed, normally within 0.5°C, there was however a small complaint, the anti hysteresis software was too good, so set from 16°C to 20°C at 7 am and it was 10 am before room at 20°C, so cheated, at 7 am set to 21°C and at 8 am back to 20°C and by 8:30 am it was at 20°C. I was very pleased with the results.
When I moved to new house, I took the electronic TRV heads with me, in this house with an oil boiler rather than a modulating gas boiler in old house, they are not as good, however as yet not tried trimming the lock shield valves.
First house used Energenie MiHome rather expensive, around £45 each, these went down stairs in new house, we then got 5 stand alone eQ-3 bluetooth electronic heads, just £15 each these are fitted upstairs and kitchen, I am very pleased with the result. Without bluetooth found at under £10 there is also the Terrier i30 which does same thing.
In theory the wall thermostat stops the boiler cycling, it is the TRV head which limits each rooms temperature. Even if the wall thermostat does stick on, the room should not heat up too much, as the TRV should turn off the radiator, however any TRV takes time to move, so if the lock shield valve it open too far, the radiator will get really hot before it can turn off, so room over shoots, but once set the TRV is gradual opening and closing and the boiler modulates (gas) so you get a far better control from a TRV head than in the main a wall thermostat, of course learning thermostats like Nest work out how much it will over shoot so switch of boiler before set temperature to stop it over shooting, it even shows on the thermostat how long it will take to reach new temperature. EvoHome, Tado, and Hive are controlled by the TRV, Nest should work other way around, the wall thermostat changes the TRV setting, however in practice for me that did not work. But unless using a "Smart" thermostat then the TRV is the main control.
