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If you mean the one like above example, yep, they get lost easily, I made my self, use piano/guitar wire, wind it on a stiff steel, such as a nail, but abit smaller in diameter compared to the probe's ground near tip, as it will un-wind a bit by itself, it will be nice fit & snug to the tip, suggesting to do trial and error 1st.
Reheat with hot air if needed during the winding at certain wire.
Actually copper wire works too, but not as robust as the steel wire, once the winding is done, wrapped it with heat shrink tubing to maintain the tight winding.