Due to the nature of the thermocouples and how do they work (very small voltages) all connections to ECU should be made of special compensation wire and if possible with this connector. This high quality connector is rated to 230 deg C and will accept wire diameter up to 3mm.
Contacts are polarized to prevent incorrect connection.
Please note polarity of the thermocouples is crucial for correct readings for most common K-type:
-green is a positive
-white is negative.