The watervalves may be operating correctly in terms of the electronics (the clicking noise), but they can still be defective. The problem is the rubber seal, if it is broken the valve can not shut off the water flow mechanically, even if it is working, ie moving.. See this link for broken seals:
http://www.7-forum.com/forum/showpos...18&postcount=5
To further check the electronic side of things you can measure the resistance between Pin 1 and 2, and also between Pin 1 and 3. The readings should show some Ohms. If you get readings in the range of Mega-Ohms, you have a broken circuit and the coils are not moving the conical pistons to shut off the water flow. But as I said, even if the coils are working, the rubber seals might be broken.
Clamping off the water input to the valves is a good idea. However, if the heater core is already warm, it takes a while to cool down, especially if the car is stationary. This might be the reason why the heat was still noticable to you.