Old age has taught me to read and follow manufacturer's directions... I saw that because in my youth (like many men) I just went with what I thought was right, many times having to repeat the effort due to failure. I am not saying they all work as instructed but the chances of success are probably much higher.
I have replaced many thermostats over the years and what I have come to believe is this;
1. make sure both (all) surfaces are clean
2. do not use crappy after market housings (usually the chrome ones)
3. I use something like Indian Head or permatex gasket maker (aka black death) on both sides of the gasket, at at times on both surfaces. I apply it, let it tack up and apply it (as per the instructions on the bottom)
4. I tighten both bolts evenly
5. I try not to start the vehicle for a day or so if I can. At a minimum I want to wait an hour or so. Point here is to let the gasket sealant harden up before applying pressure internally
A lot of this is impacted by the surfaces I am dealing with as well as the gasket I am using. There are some really good gaskets out now that will seal better than the old school paper types. When using these, generally no gasket sealant/adhesive is required. Felpro brand comes to mind, they have a metal and silicone gasket that works really well so long as neither surface is pitted.