On that boiler it has blue plastic on it and is on the small vertical pipe behind the gas valve. It is a wet one.
After removal of the gas valve what I do is get the new one ready with a little Jet Blue on the seal part for good measure, get my Bahco small adjsutable spanner out and undo old one to last bit of thread which is about to let go, by hand finiush it and quickly stick thumb over hole. A jet of water shoots in your face for a millisecond. Have new one ready, remove thumb and rplace with new thermister, another jet of water hits you in the face.
Beats causing problems with prv seat, leaks from flow return isolation valves, and hassle of a full drain down refill.
It depends on a number of factors whether I perform this wet method, most important of which is my assessment of whether the householder is a sensible level headed person or a twitchy houseproud irrational over demanding perfectionist layabout with nothing better to do all day but clean house and then polish it, who the moment I leave her threshold will call her old plumber "all is forgiven" and will ring me "just send me a bill for what you've done so far, my old plumber just happened to pop in and since he's familiar with the installation he's going to take it from there".