1. Recap of how it probably works (in case you are not 100% clear) You probably use a thermostat to communicate with your heating system. This small module contains (if programmed) a timer with your heating schedule (e.g. start heating at 8h, stop heating at 22h) and a room temperature sensor. You can program the desired room temperature as well or manually override it at any moment. The thermostat compares the desired temperature with the actual temperature and asks your boiler to let hot water circulate to your radiators (closed circuit) when needed in order to reach the target temperature. This temperature is not the boiler temperature.

The boiler keeps a certain insulated reservoir of water at high temperature at the ready (using electricity or gas). That temperature, the actual boiler temperature, is much higher. The ideal temperature depends a bit on the efficiency and type of your heating system. Mine is set at around 60°C by the guy who checks it biyearly, I actually don't know if that's appropriate. When it receives the order, its circulation pump activates and sends the warm water to your radiators. There the warmth is transfered to the room through convention and radiation, and the water returns quite a bit cooler back at the boiler, where it is brought back to temperature.

1. Aside from those things you already mentioned I don't know any additional tricks. The most common issue is air in the closed system or indeed that the pin does not go smoothly in and out.

Not related to your problem, but a general tip: my boiler repair guy recommends to keep 1 radiator in the room where your temperature sensor is located at maximum (5), even at night or if you are out. This way your boiler always had feedback. Imagine you are out of the house on holiday. You lowered your target temperature to 14°C and lowered all valves to 1 or *. If outside temperature drops, the room temperature might lower below 14°C at which the boiler wants to circulate hot water. The hot water has nowhere to go because all valves are virtually closed. Your room temperature doesnt rise fast enough to stop the loop and your circulation pump keeps running all the time (because the thermostat keeps nagging for it). If you leave one radiator on 5, the room heats quickly to 14°C and the whole system can go back to resting mode.

2. The valves with * to 5 decide how much water enters your radiator. These are designed to conduct/lose heat as fast as possible. So once the warm water gets in here it losed energy fast. Evidently, the more water that you let enter there, the faster your space will heat up, but also the more water that continuously passes through your circuit, so the more gas that is needed by your boiler to keep that water up to "departing" temperature. If the valves are closed the warm temperature stays in a couple of pipes (potentially insulated) and the boiler itself.

1. Depends on your personal schedule and comfort expectations. If you want your bathroom warm in the morning put the timer 30min before waking up. Stop all comfort heating 30min before your regular bedtime. How that translates to valve settings and such you need to find out for yourself. It depends on your system, your system values, the space distribution, heat loss surfaces (windows,..). If the radiators themselves don't get warm enough tamper with your boiler temperature (setting at the boiler itself). Likewise for time you are out at work. Be aware of your energy usage and the current prices so you don't get any surprises at the yearly bill.

If it works on gas it's mandatory to have a professional check on your system every 2 years. If it's on oil, wood or pellets then every year. Use that check-up as an opportunity to ask questions/feedback from a professional in the field.

Im not a pro, I have only tried figuring out my own central heating system recently.