I am having a similar problem with my Vaillant controls (set to work as a thermostat). When the heating comes on the house warms up noticeably, but the reading on the controls barely changes. I got an engineer out and he agreed they were faulty, he exchanged them but the new one isn't really any better. The controls are just extremely slow to respond to small changes in temperature, although if I put them outside or next to a radiator then they do change. I think I'll just have to live with it, it's annoying though.