Electronic, digital temperature controls (ETC's or DTC's) are great and relatively inexpensive. Set up parameters include setpoint and differential so that you can adjust what temperature you want and how much you want to drift away from that temperature before re-ergizing the heating circuit. Name brands include Ranco and Johnson Controls. These are available at any HVAC wholesale counter.

sounds like the thermostat is sticking. If it is under warranty have them send you a new one. If not original equipment is still best or you could check someone like Granger. watch for temp. differential, some are adjustable