TRVs not responding to room temperature

[Little Clanger]

I've fitted Pegler Bulldog TRVs to all my radiators, but they don't seem to be responding to room temperatures.

 

On '0' they shut off the flow OK, but on any other setting they come on regardless of room temperature. For example, with the radiator turned off, I left a thermometer (on a Horstmann room thermostat sender), adjacent to the TRV. I left the thermometer to settle, which it did at 15^o. According to the Pegler information, the TRV should have opened at this air temperature when set at '2' (15^o - 17^o), however, it opened as soon as I got to the frost setting, '*'.

 

The thermostatic heads are seated down properly and the locking ring is tight. I've tried changing the heads, but same result.

 

Any ideas, or have I misunderstood how they are supposed to function?