Set Appliance State:

Isolate Mains Power to appliance as per TOPs P4
Set Multimeter to Resistance Set meter to measure resistance
Remove both wires from the safety thermostat

Measurement:

Measure the resistance between the terminals of the safety thermostat.
Expect continuity / zero resistance.
Is the resistance measured as expected?
Note:
Image shows the safety thermostat removed for clarity but the test is carried out with the safety thermostat in situ attached to the primary heat exchanger.