Thermostats don't come from the manufacturer with bigass holes drilled into them, because it's damaging at worst, un-needed at best.
It slows engine warm-up, maybe even preventing warm-up if the hole(s) are big enough.
The only exception to this is when the OEM coolant bypass system has been defeated. With no other "cold engine" coolant circulation, a hole in the thermostat could be useful.
There are thermostat companies that stamp a TINY air-vent into the 'stat; and others that use a jiggle-valve which could vent air when the engine is off, but closes with water-pump pressure.
Photo 1. Robertshaw thermostat with air-vent, compared to # 73 drill bit, and 1/8" drill bit.
http://hbassociates.us/Robertshaw_Vent_01.jpg
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Photo 2 Robertshaw thermostat--different angle, and 1/8" drill bit.
http://hbassociates.us/Robertshaw_Vent_02.jpg
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