The temp probe is really going to be fairly useless in BIAB anyway. You could only use it to measure your mash-in water temp, then you wouldn't really use it anymore.
During the mash and mashout, the temp of the water/wort outside of the grain bag doesn't really mean anything, you'll stir the crap out of the grains in the bag whenever the heat is on to average out the grain bed temps, then measure the temps inside the grain bed. Then, during the boil, you don't really even need a thermometer at all, because the temp is either 212F or it's not.
If you do want to go BIAB, I'd either work around the probe or get the plug.
FYI, I have used paint strainer bags on all 8 of my BIAB batches and they are NOT too course. The only function the bags serves is to let water in without letting grain out, and I NEVER have any grain in my wort using paint strainer bags. I even put pellet hops in 1 gallon paint strainer bags and they do not leak out of the bag either, so they are again NOT too course. Use with confidence!
The only real benefit I see using voile material bags over paint strainers is that you would never have to replace them if maintained properly, where I can only use each paint strainer bag for 2-3 batches tops before I have to get another one.