John, it can be tough to tell on some units if the circulator is
running, or not.

If the thermostat is closed, the circ pump should be running, and the
burner itself will run or not as needed to keep the water in the boiler
hot.

The only thing I can add to the replies here is to make sure the
thermostat doesn't have its anticipator set to give absurdly short
cycles.

Don't know how to check it on an electronic thermostat, but on a good
ol' mechanical one remove the cover and look for a little dial in the
middle of the metal coil, and see if its labeled.
If its set far into the 'shorter cycles' zone this could cause the
thermostat to shut off too quickly.
This is actually a little heater that is adjusted such that the
thermostat shuts off as the proper temp is approach so the temp doesn't
overshoot by a wide margin.

Dave