I've used a double layer of foil as a loose "tent" that's open at the ends. It blocks the direct light from the bulb and I think it helps the thermostat operate more evenly. I have a water heater thermostat that I modded and it stays within + or - 1/2 degree with the foil tent.
Maybe you might want to try lower wattage bulbs.
P.S. My thermostat shares the tent with the bulb, the foil doesn't come between the two.
Also when I modified the thermostat, I removed the metal cover (drilling out the rivets). Then I drilled out the 1/4" hole in the metal cover to about 1/2". This exposed the bi-metallic disk to more of the bulbs heat. I then reassembled it using appropriate size screws and nuts. Drilling this was easier with a drill press, if you try this be careful taking it apart and putting it together, it easy to mess up.