I was able to pull out the remaining bits of the old Auto Trans Thermostat easily a pair of needle nose pliers, it came right out when I pulled. Have the new one on order.
The annoying thing now is that I still have a coolant leak. I still have a small puddle of water under the driver's side, near where the drain screws are. It is actually dripping from the control arm lollipop and the power steering rubber bellows.