I cut open one of those ice bags that they sometimes use in shipping cold stuff. I squeezed some into a White Labs vial and then placed the probe in along with the probe from a outdoor thermometer, and duct taped the top closed and relatively sealed. I only filled the vial about 1/3 full as I wasn't sure how much thermal mass I wanted. (Larger thermal mass= bigger dead space)
I plan to do a more professional job (once I have proof of concept) by drilling a hole in the original cap of the vial and running the probes through that hole and sealing it with wax.