I used to use them a lot, but the costs for changing them became far too expensive. Even for the £100 ones. Especially when the THB/GPB exchange rate got so bad. I think the last time the commission on each cheque, plus the exchange rate meant I was getting around 36 baht to the pound.
Most banks that I used here in Samui gradually stopped accepting them. Finally, only Bangkok Bank.
But at all banks, it was always a really long drawn out process. Often taking more than an hour, while the bank staff rang Amex in Bangkok gave them the details of each cheque, and get a verification number for each one. Sometimes because the chequers were three or four years old, I was questioned by Amex as to where I bought them and asked for receipts.
I took my last lot back to the UK last November and just changed them back into GBP in a money changers. Too much hassle here nowadays.