It seems that you're on the 'edge' as to legality of renting the 'rooms' in the first place, since you have already had code enforcement at your place. While the presence of a stove is one of the 'triggers' to multi-family use, it's undoubtedly not the *only* trigger.
I might ask just how the tenant does any cooking without a stove?
Next, you don't know that the broken thermostat was an intentional act, it could have been an accident. Without video, I doubt you get very far with that. *Not* fixing the heat because of this will surely get some local officials at your place, checking it over with a fine-toothed comb.
If the thermostat is inside the tenants' living area, I'm not so sure that you entered his area legally, i.e., did you provide him any notice that you were entering?
My next concern, is that since you said that utilities are included, is that the tenant will go out and buy some cheapo electric space heaters, and run them constantly. If you think gas is expensive to use for heat, just wait til you see the electric bill if he goes that route.
Either way, to 'hot wire' a broken thermostat, all it takes is a short piece of wire with a couple of alligator clips on it, and the furnace will run continuously, costing you even more.
Adding a plastic locking cover to a thermostat is very easily defeated, simply by placing a bowl of ice near it.
What you'll have to learn, is that when you include utilities in the tenants' rent, then you have to add a bit extra to cover waste.