TRVs will not control the temperature of the water in the radiator, so the radiator will either appear to be on or off! What TRVs do, is sense the temperature of the air in the room, once the air in a room reaches the desired temperature a wax valve within the valve expands and closes the valve stopping the hot water from going into the radiator. As the room cools down, the wax contracts and opens the valve, hence keeping the room at the set temperature. They can be quite slow to react though! From what you have described they are working as they should! I do not recommend that you hit them with a wrench as this could cause leaks on your system and possibly lead to flooding your house :)
As sddsddean has said, they do have a tendancy to stick every now and then just do as he said and you will fix this problem! But as I said I dont think you have a problem.