When putting together my Thing-O-Matic, first with a Mk5 extruder and then a Mk6+, a perpetual source of frustration was attaching the thermocouple to the thermal block. It seemed like tightening the nut would rotate it, and it would come loose. Moreover, more than once the stresses of assembling and disassembling the extruder would loosen it as well. Fortunately, there is a simple solution: I used a Dremel tool with a diamond grinding bit to make a groove in the side of the heater block, where the thermocouple fits. It grips the thermocouple wire as the nut is tightened, and prevents it from rotating loose. With this simple change, I can always get the thermocouple installed on the first try, and it feels really solid.