In my experience ( used to work at a light factory) MV lamps are ballasted either self (ie like a compact fluro) or
external (like a fluro tube) . If you've ever tried to dim fluro lights
you would know you need special electronic ballasts to be successful,
Most MV bulbs are used in commercial applications where there
is no need for dimming. Like any gas discharge lamps MV's need
to fire up and warm up so all the voltages etc need to be right.
An on/off thermostat would work but the life of you expensive bulb
would be severely reduced as most need to be off for a min time before restart.
You would probably blow the lamp. You could try ringing Thorn lighting
as things change and it's been a while since I was involve
in this field. This is probably why MV lamps aren't recommended
for beginners (not saying you are!) as really need to be matched
to the enclosure well and monitored to ensure no overheating issues.
Also remember some concerns with excessive UV for beardies
with some of these lamps, probably from somewhere on this forum
Hope this helps and didn't add any confusion.
Joe