Hello Laurent,
Welcome to the data converters forum. We were just informed of your post.
Regarding any device with QFN packages, the thermal pad should always be soldered to the PCB. This gives it a good holding to the board. If only the other pads are soldered(not the thermal pad), their connections can break over time becasue there is almost no solder holding it in place.
Regarding grounding, the pad that connects to the device thermal pad should also be grounded.
Regards,
Rafael