On the early Thompsons (pre M1 and M1A1), which used the drum magazines, the bolts must be open prior to inserting the drums as they slide in from the side. A steel slug was furnished so that the slug was the first up in the magazine. The drum was inserted with the bolt open, then the bolt could be closed and the slug would fall out. You then had a M1928A1 with a loaded drum with the bolt closed. As I remember it, the 20 and 30 round "stick" magazines could be inserted with a closed bolt, but its been 70 years since I handled a Thompson.
FWIW