Forcing an oil thermo valve to open

[RallyJon]

I have a big front mount oil cooler that may, or may not, have ever had oil flowing through it in all the time I've owned the car. Including the big -16 oil lines it probably holds a fair bit of oil.

I just took the car out for some high rev, hard throttle abuse to get the temp up, and the cooler is still cool.

I'm about to do an oil change, and I really want to get at that oil. What's the best plan?

Should I just open the lines? I'm concerned that if I do that, and the valve is never open, they'll be filled with air and cause starvation if the engine gets hot in the future.

Best case would be to trigger the valve and drain the system with it open. How do these things work? Could I blast it with a heat gun for a while?