My fermentation chamber is a chest freezer. I also tape the probe to the outside of my fermenter covered with a piece of foam insulation strapped to the bucket. Since I have a BCS460 for brewing and fermentation control, as an experiment I placed a probe in a thermowell in the middle of the wort, a probe in free air in the fermentation chamber as well as the one against the side of the fermenter. A plot of the three temperatures (which I unfortunately didn't save) shows that the temperature in the center of the wort stayed 6-7 degrees warmer than the temperature at the outside of the bucket. The probe in free air went from 10 degrees lower than the bucket to 5 degrees above the bucket temperature.
In subsequent batches I made the setpoint near the low end of the recommended range for my yeast.
An additional experiment that I did was to use a bucket with water only and change the controlling probe to be one in free air. This caused the free to only deviate 1-2 degrees from the set point, and the bucket to stabilize at my set point. However, the freezer cycled 3 to 4 times more often. From this I decided that I will keep the probe on the outside of the bucket.
I finally took a piece of 2" blue insulation about 5 x 7" and formed it to fit the OD of the bucket by taping a piece of drywall sanding screen to the bucket and sanding the foam to form fit the bucket. I then carved a slot in the foam to hold the probe. I keep it on the bucket with an elastic band. Easy to set up and remove when moving the bucket.