A systematic study on the performance of two empirical gas-wall interaction models, the Maxwell model and the Cercignani-Lampis (CL) model, in the entire Knudsen range is conducted. The models are evaluated by examining the accuracy of key macroscopic quantities such as temperature, density, and pressure, in three benchmark thermal problems, namely the Fourier thermal problem, the Knudsen force problem, and the thermal transpiration problem. The reference solutions are obtained from a validated hybrid DSMC-MD algorithm developed in-house. It has been found that while both models predict temperature and density reasonably well in the Fourier thermal problem, the pressure profile obtained from Maxwell model exhibits a trend that opposes that from the reference solution. As a consequence, the Maxwell model is unable to predict the orientation change of the Knudsen force acting on a cold cylinder embedded in a hot cylindrical enclosure at a certain Knudsen number. In the simulation of the thermal transpiration coefficient, although all three models overestimate the coefficient, the coefficient obtained from CL model is the closest to the reference solution. The Maxwell model performs the worst. The cause of the overestimated coefficient is investigated and its link to the overly constrained correlation between the tangential momentum accommodation coefficient and the tangential energy accommodation coefficient inherent in the models is pointed out. Directions for further improvement of models are suggested.