How do i check my thermal cut-off to see if its bad?? i checked for continuity and got nothing??is this the proper way to see if its bad??

You found your thermal fuse open. Comes as a kit 279816. Thermal fuse goes near the top of the heater housing, overload thermostat near the bottom
I would also check for a bad cycling thermostat on the blower housing and check your ducting fo a lint clog. You can check your cycling thermostat in the oven, should open up at the marked temperature, usually 145- 155 degrees.