Thermowell wont really work for it, since they need something inserted in and your probe is short...best way is probably to find out what the thread size/pitch is (likely 1/4-20 or a close metric equivelent from what I've seen on the ebay thermocouples). Then you either use it weldless style with an o-ring or seal on the outside and a nut on the inside, or drill and tap where you want it to go and use an o-ring or sealant to prevent leaks when threaded in. Keep in mind that the short length will limit where you can put it and get a useful reading...a boil kettle or circulated HLT will be fine since things are moving readily, but a mash tun isnt a good candidate.