I have a Rover 100 and these are indeed a bit tricky to bleed at times (OK its not an mgf but its from the same manufacturer).
They have a bleed screw on one of the hoses.... but there have been cases where it doesn't bleed properly because of crud in the heater, which is higher up than the engine/rad hence the need for the bleed screw. Under these circumstances (the crud scenario) whilst air can bleed from the top hose, you can still get air trapped in the heater matrix if crud blocks the water coming up the lower hose to displace the air.
Have a look at all the hoses, and possibly the thermostat housing too, to see if there are any bleed screws. On the R100 hoses its a plastic screw with a head about the size of a penny, so you can't miss it.
You could also get advice on this from the rover.org forum, which has a sub-divison for the mgf
http://forums.mg-rover.org/forumdisplay.php?f= 12