In short, yes. With a single main thermostat (and nothing else), the heating system keeps blasting away until the temperature in the area close to its location reaches the 'set' temperature - give or take, since these things aren't terribly well calibrated. By turning down the TRVs to a comfortable temperature in each room, you have more fine control on the whole house and can set areas of the house according to application. It will take some fiddling with to get it right.
Just avoid a situation where the heating system ends up 'cycling' on/of/on/off. This happens if you set the main thermostat too high in relation to the individual TRVs nearby. These turn off when the chosen temperature is reached, but the main thermostat keeps demanding more heat from the boiler.