>RTDs can come very small and are quite accurate.

For the OPs use, finding a tiny bead thermistor and calibrating it may be a 
viable solution, if a standard thermocouple has sufficient lead mass to be 
affecting the temperature reading. In my experience the tiny bead 
thermistors have very thin leads, and so the mass of the thermistor itself 
may give only some thermal lag, without affecting the steady state 
temperature too much.

See http://www.ysitemperature.com/techdocs/TEMPBrochure04-0806.pdf for some 
relevant device styles. 

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