Set Appliance State:

Set Multimeter to Resistance Set meter to measure resistance
Isolate Mains Power to appliance as per TOPs P4
Disconnect orange wires from overheat thermostat

Measurement:

Measure resistance across spade terminals on the overheat thermostat.
Resistance measured should be short circuit.
Note:
Overheat thermostat is of the auto reset type and should only be open circuit if boiler is at excessive temperature i.e. above 110 degrees C.