To the best of my limited knowledge, older Whaler and Behr M30 thermostats did not have an integrated bleed hole. Modifying them with a small bleed hole, as Steve mentions, has been done by many since the cars were new. The down side of this modification might be if the hole were too big or if there were too many holes, since this might interfere with the thermostat from functioning efficiently and allowing the engine to reach operating temperature - as quickly as possible. On the up side, big holes will no doubt prevent air bubbles - and they may also forestall overheating - on a defective thermostat (more on this below).
Some newer thermostats, for newer models (e.g., Ford, Toyota and Mini) have integrated bleed holes. Toyota has included a "jiggle valve" that evidently permits the passage of air when the system has reduced pressure, but seals the hole to maintain the thermostat's working efficiency. I have no idea whether Behr or Whaler have included this feature on any new M30 thermostats.
Toyota
Mini
On a related note, some thermostats has also been improved so that, in the event of failure, they remain in the open position, presumably avoiding an overheating situation. To quote Martha Stewart, that seems like a "good thing."