"Sniffing" into a Boiler's LED panel (Central Heating)
I'd try to put an optocoupler in series with the indicator LED. If the LED still lights up this setup will likely work. 

It might be that the total voltage drop is now too much. In that case you could try to put an optocoupler + series resistor in parallel to the indicator LED + its series resistor.

Another option could be to replace the LED with the optocoupler, and drive the LED (which is now isolated from the thermostat)  from your uC.

For some thermostat / boiler combinations is might be possible to sniff the protocol. In my country OpenTherm is used a lot, and a free project exists that describes an interface (using a PIC16F88).