I recently did some designs with thermal vias under the thermal pads; the thermal vias went to copper on the bottom side and in some cases also to the ground plane layer, with no thermal relief. I was worried that the assembly house might have trouble with the soldering, but the boards came back looking great. I asked them if they had any trouble, and they said no trouble at all. I'm not sure what they did, I guess they used plenty of preheat, but the soldering was fine. It's not in volume production (yet), so just a few dozen devices soldered so far.
On another board, with no ground plane, there are thermal vias to copper on the bottom side, and we've had over a thousand devices soldered. Vias were not tented, and even though the solder paste was patterened to keep clear of the vias, on a few devices there was some solder wicked through the hole to the other side. The solder joints were fine, but the presence of solder on the bottom side caused a problem, for the following reason: These boards have no through-hole components, and are attached using pressure to a heat sink with a thin adhesive thermal pad. A solder bump on the bottom side can, and in one case did, perforate the thermal pad and cause a short to the heat sink. That's when I had to go back and figure out how to tent the vias in the footprint, and posted that note.