Yes, I have brazed and silver soldered thermocouple wires to make a temporary sensor, but the best is to weld them together. For the higher temperature couples, welding, either electric arc, plasma or laser weld, is the only way to join them, as they operate at temperatures well past the melting point of most other metals. You can even just bolt the 2 bare wires together, and it will work for a while. Biggest issue it with extending them, you need to take care to have the joints to the extension cables be isothermal with each other, at every point, and also to not add in a mix of metals, so if you have a terminal pin on the junction, and the wire breaks off, you have to replace both of them, using preferably bare copper pins, from the same bag, so they are the same copper pour batch. Same for a wire, you change one, you change both.