Some thermostats require a neutral to power the preheater whic advances the switching of the stat to reduce short cylcing. As long a the stat still makes and breaks contact you can get away with no supplying the neutral. All you are doing is disabling the prehea element.
For most heating control systems you only need a contact which is mad on call for heat. Establish which pin does this by placing contiunuity tester on the common, and turning the dial up until yo hear it click so as to call for heat. See which other terminal i "made". Double check by turning it down to see that the contact become broken
-- Paul Barker