I am in the process of locating parts for building thermocouple (TC) probes. The probes we used are held tight against the part with a spring loaded bayonet fitting. The fitting is comprised of two parts: the adapter and the cap.
The adapters are available at Amazon ($9.13), McMaster ($2.98) and AutomationDirect.com ($1.50).
A 2D Autocad drawing is available for download at AutomationDirect. I imported this drawing into SolidWorks 2017 and made a 3D model out of it. I also made different configuration to cover all the lengths that are available for purchase at AutomationDirect.
You can download the Solidworks, STL or OBJ files from GrabCad: https://grabcad.com/library/bayonet-adapter-1
And you can watch how I used the 2D drawing to create the 3D model on YouTube