I know this is an old thread but the trick that I found out was to drill an 1/8 inch hole in the thermostat on the outer flange and when installing the thermostat ensure this hole is on the top most point to get all the air out. Bleeding takes seconds.
This is my thought too, as I am in the middle of refreshing my entire coolant system with new parts/seals. It seems that this small groove needs all the help it can get in allowing the coolant system at the housing to allow for air to move past the thermostat and eventually to the bleeder screw. Why not then:
1) Clean the thermostat housing gasket surface, as well as on the block, incredibly well
2) Apply a minute coating of gasket sealer, silicon, non drying gasket maker (or W/E your preference is) to both the block and the thermostat housing
3) Apply the thermostat housing gasket to the thermostat housing
4) Cut and remove the overlying gasket from that groove
5) Install thermostat housing onto the car, torque the four bolts to spec and go on with your merry life
These engines are an absolute PITA to bleed unless you can get the car sitting on a 45 degree incline plane or something ridiculous is seems. So why not allow that little groove to flow that much better?
Here's another bleed question: This thread assumes that the mess under the intake is still present. How are people bleeding their systems when they have done t1tj's delete guide where the hose is added from the top of the plastic black pipe bung (under the fuel injectors/ coming out of the fan-end of the engine block) to the bung on the head that is firewall side of the orange coolant temperature sensor? This one added hose creates a bend with a tight parabola and a high vertex. Surely, air is just sitting there? Or is the system generating enough velocity with the fluid that it is worked out and to the bleed screw area?