For relatively low precision tests, superglue works pretty well, somewhat easy to remove, fast curing with an activator. It is what a test guy from UL used during some testing... not saying they're the gods of reliable test methods or anything, but I can't say I noticed any particular discrepancy between that approach and thermal epoxy, given the general uncertainty of a type-K thermocouple and all.
I think one of the key points was that whilst it has a poorer thermal conductivity it has a lower thermal mass and better adherence to an unprepared surface - possibly something to do with the round shaped-ness of the thermocouple tip so it may not matter so much about thermal conductivity when the path of least resistance is always/should be in very close contact with the surface and its preferable for the excess adhesive to have minimal effect on the surface being measured or even provide a little insulation to the air-side of the thermocouple tip lowering the uncertainty due to air.