Can I expect any problems with changing euro to baht?

They charge 33 BT PER cheque so get big denominations.

in fact changing MONEY gives a slight better payout per 100 as TC: the rate for TC is better, but there is never no fee for cash, this nullifies the effort, plus you also pay for buying the TC. best of all remains the ATM=bankomat card

#2 obviously has trouble has trouble adding up.

it's still usually a better rate for TC's on the big cheques. It's usually about 1 baht more than cash per UK pound for a TC than for cash. Work it out for yourself - if you're changing 100 or 200 UK pounds and getting 0.7 or 1 more baht per pound than you would for cash, then it works out better value with TC's, even with the 33 baht fee. You do pay 1 % for the checks in the first place, but this is in my view worth it for security.

on this four month trip I landed in Asia with five UK grand, 90 % of which was in TCs, the rest in US dollars cash, which I needed for the Philippines. I wouldn't have bothered packing those US dollars if I had been going only to Thailand. In Thailand, you can get by perfectly OK with TC's alone.

I wanted the money with me as I moved between countries, not stuck in some bank thousands of miles away, and obviously you'd be an idiot to bring that much money in cash.

I've come across different sorts of commission strategies -- sometimes a percentage, sometimes a flat rate. I've sometimes been in situations where a percentage commission was on the total cashed, so that can sometimes happen, but not too often. In Asia, most often per cheque.
I do not have direct personal experience with the places you have named. But, it's always better to have large denomination t-cheques and cash them one at a time, that is, 1 x $100 will never be less advantageous than 5 x $20. Also means you have fewer cheques to carry around. I usually have a few $50 denominations for small or last-minute circumstances where I don't need to change a lot (and where there aren't any ATMs, yes it still happens).

By the way, #3, I've noticed that this topic -- harmless as it is -- seems to generate some strong opinions. Yet, it's a non-issue as far as I can see. I mean, have secure backups, whatever else a person does. I have a debit card, a credit card, and t-cheques (even some hard US$ cash). I'm covered everywhere, under all circumstances. Where's the problem with that?

#2 I have never paid for cheques.
As the other posters say, it is best to take a range of options but for cost and security TC's are top in my book.