Jesus, I have one bank holiday weekend of and it still gets no better.
OP If you want an aesthetically pleasing install without junction boxes, choc boxes or some form of cable connection below the boiler then you need to open the casing up. From experience I am assuming that you have one cable from the stat to the boiler popping through the wall and entering the boiler which has been plastered over and has next to zero play on it.
Boiler will be connected to 240V switching to the stat and have a separate 240V feed from switched fused spur to boiler.
To create an aesthetically pleasing install and to make the install easier I would use the existing stat cable (removed from the boiler) and use that to power stat from the heat link @12V provided the existing cables are no more than 2mm2 which they dont appear to be.
You would provide 240V from the switched fused spur to the Heatlink.
Then you would switch it @24V from the boiler negating the need to add an additional link in the Heatlink
You will also need to earth the Heatlink if using T1 and T2 connections as per MI's
The above will give you a cleaner, tidier and easier install rather than the sparks suggested way of chopping into existing cables and extending and adding junction boxes etc.
Jon