The guy I work with (engineer) who built the short block and heads, mentioned the no thermostat. I have been slowly finishing the rest of the bolt on components. He builds many engines and also drag races high end cars. I mentioned to him the thermostat and filling with water and air pockets. He said without the thermostat, the fill will allow the air pockets to come out and not be a problem. Once the cam is broke in on the stand, the thermostat will be installed and ready to put in car. I guess I never heard of running without a thermostat either, but I don't have much experience breaking in a new motor either.