or..... you can simply get some of the thermocouple wire in the bulk, cut the end, strip back the two wires, tin them with solder and twist together. That's all that is in a thermocouple.
When I was in college I worked in a burn in house where we put all sorts of semiconductor components in ovens. We had thermocouple instruments everywhere, but rarely used commercial thermocouples because of their expense. We just tinned the two wires and twisted them together. You don't even have to tin them, but if you don't they will corrode in the heat soon. The corrosion will then give eroneous readings.