Yes... I can confirm they work... takes about 20-30 mins to clear an area of midge and only any good if there is a light (or no breeze).. any more and it won't work but then, any more and the breeze SHOULD help to keep the buggars away anyway...
late last summer, I was sat in my favourite ambush point, under a tree canopy and the little blighters were everywhere.. I was covered in Smidge so they weren't biting but it got to the point where I had to seal up completely.. net, gloves, everything zipped right up.... just what you DON'T want whenit's warm and muggy with little in the way of breeze...
Set the thermacell running 2-3 feet away from me making sure i was down wind of it and completely forgot about it... about half an hour later I realised there were no midge and so off came the net, the gloves etc.. and then I remembered the Thermacell... when I was packing up I shut it down and within minutes a few reapeared..
Very cheap too if you can find a deal.. I paid £13 for mine through Amazon 2 years ago and got a bulk pack of refils (gas & tablets) for £10 IIRC