Brass version of this bushing is available at Lowes for couple of bucks. I bought them there. I do like the SS one much better tho!
BTW (and I am sure this has been discussed here before, but...) you really should get the RTD probe instead of the thermocouple. Accuracy of the thermocouple depends on the PID staying at the same temperature. If you put the PID in a box that might get warm (i.e., if there are SSR's in there), the PID could potentially have an error of 2 or 3 degrees F (according to Auber... I find this hard to believe, but this is from them). The RTD is immune to this problem, but does cost a few dollars more.
In case you wonder, there is a reference voltage generated in the PID referred to as the cold junction. It is the source of the thermocouple error. You can see this diode almost sticking out of the vent holes in the back of the PID.