A drawing:

Real Detailed Instructions:
I mount them in 1/4" copper or stainless steel tubing so that a lot of the business end of the thermistor is exposed.  This makes them very responsive to changes in temperature.  Here's how

1. Cut 1/4" metal tubing to length.  Use either copper or thin-walled stainless.
2. Cut two wires or a two conductor cable to length.  24 gauge zip cord works well, but telfon coated wire is better if the probe is to be used at high temps.
3. Strip both wire ends.
4. Feed a length heat shrink tubing over one end of each wire.
5. Connect and solder a wire to each lead of thermistor.  One of those "third and fourth hand" gizmos that has two alligator clips which can be arranged in various orientations work well for this.  Otherwise, wrap  a few turns of an individual strand of wire removed from a stranded wire over the joint.
6. Clean joints to remove the solder flux.
7. Smear a bit of silicone sealant over the joint, slip heat shrink tubing over it and shrink the tubing. .
8. Feed wires or cable  into tubing leaving the thermistor protruding an inch or two outside of the 1/4" tubing.
9. Stuff silicone sealant up into the tubing- between the wiring and the inner wall of the tubing.  A piece of wire works OK.  I've had no luck with syringes and needles- the sealant is to viscious....
10. Smear a bit of silicone sealant over the wiring and exposed portions of the thermistor.  .Fill the space between the two wires.
11. Pull other, "outboard" end of wires or cable so thermistor is pulled into tubing.  Leave about 1/8" of the thermistor exposed.  Work in the sealant as best you can while pulling the wire..
12. Remove glob of sealant from end of tubing and smooth it into the space between the thermistor and tubing.
13. Let sit for ~24 hrs.
14. To provide strain relief for the outboard wiring, apply heat shrink tubing over the joint between the tubing and cable or wiring.  A few turns of electrical tape over the wire or cable first helps bulk it up and slathering it with silicone before heat shrinking acts as a glue.