Placing covered vias routing signals under microcontroller termal pads
I would recommend against this, for at least two reasons:


The thickness of soldermask varies, but it averages about 0.5 mil (0.0127mm).  This doesn't seem like much, but it will cause a gap underneath your thermal pad.  You may need to open up your solder stencil aperture to make sure there is enough solder to make a solid connection.
Tented vias often are not fully encased in soldermask.  I have a recent PCB where the soldermask "ran away" from the highest ridges of the tented vias.   These conductive gaps would obviously cause problems under a thermal pad (or any other conductive material).