When i changed mine ages ago i used the paper gasket and a thin layer of silicone to seal mine.This was like this for a good 2/3 years.Ive put an updated thermosat in my car now and this time i used the rubber gasket supplied.

The gasket goes round the edge of the thermostat.When i was putting mine in there was a gap between the thermo housings and i thought it wasnt right.I just kept tightening the bolts up till the housing nipped up flush.