2003 Peugeot 307 pressure in water system replaced thermostat and still throws water out of header tank

had same problem with the 206 and I also changed the thermostat,mine was just an air lock I ran it with the heater full on and bled the air out through a little valve on the water pipe going into the heater matrix,as I said that was on the 206 don't know the set up on the 307,stuck at it but it was just an air lock on mine,feel all your pipes to see if all are hot and the heater blowing hot,my air lock was in the matrix I put a hose on the pipe and flushed it through and out of the out let on the matrix,hope its not the head,good luck

Sounds like Head gasket, try some K seal only a tenner a bottle, could well do the trick, but put in the expansion tank, so it has a chance to work.