"...You close one end of the muffle pipe off with a plate you weld on. That end will go towards the back of the forge (obviously, so you can put stuff in the front still). Then drill a hole in that big enough to fit the probe through. Could also drill holes and screw the base of the thermocouple to the pipe depending of yours can do that...."
That is called a closed end muffle. It works very well. Most folks just slide in the TC from the open front side. Be sure to bend the TC leads down at 90° where they exit the muffle to get them and the TC wires connected to it below the hot exhaust gasses. A TC with extra-long 8-gauge leads and ceramic bead spacers is a good choice here. Obviously, don't let the TC leads short against the muffle walls or end. Use ceramic bead insulatirs/spacers.
Here's how I used to do it before I switched to doing HT in the oven.
A closed muffle is easy to make from any piece of non-galvanized square tubing. To close it up cut some pieces of scrap soft firebrick so the fit in the ends.
This is basically a closed muffle. This makes for better heat distribution and less decarb. Some folks put a chip of wood in the closed muffle.to burn off the oxygen, but I don't.
A piece of heavy walled 3X3" square tubing makes a perfect muffle. If your forge and blades are smaller, try a 2X2" square tube. The real thing you want is thick walls. The muffle should be a little longer than the forge, with the muffle's inner chamber about the same length as the inner forge chamber. Make sure there is still plenty of room around the muffle for the hot exhaust gasses to exit the forge through the ports (see notes below). This is very important with a venturi burner, as backpressure will cause it not to burn properly.
I made my muffle from very heavy walled 3X3" square stainless tubing (scrap yard find). I tightly fitted a piece of soft firebrick on one end and made one that I could slip in and out of the other end. The TC wires were poked through the fixed end and bent downward as noted above. The TC tip was about 1/3 down the muffle I figured that this is the area the blade edge would be located, and where I wanted the most accurate reading. I put the blade in the muffle and sealed the open end with the firebrick plug. The TC is connected to the PID controller. This gave me the ability to do a forge HT with a 10-minute soak and still have good temp control. I don't use it anymore since I switched to doing almost all HT in the oven.
TIPS:
Raising the muffle about an inch off the forge floor is a good idea. This allows the bottom of the muffle to heat up evenly. A couple pieces of 1" thick firebrick at each port works well.
When building a new forge, planning for a muffle is wise. Get the muffle tube before making the plans and building the forge. Make the port height 1.5" more than the muffle and the port width 1" more. This will allow 1/2" clearance on the three sides with a 1" firebrick riser under the muffle. For a 3X3" muffle that would be a port of 4.5"HX4"W. If this port size is bigger than you want when forging, close it off as needed by stacking some firebricks at the ports. You can also cut firebrick inserts to make the ports smaller.
When using a muffle, pre-heat the forge and muffle for a good 15 minutes to get everything fully soaked before adding the blade. Placing the TC in the muffle allows you to adjust the flame so the interior of the muffle is at the target temp.
If using a PID controlled burner, pre-heat for 5-10 minutes manually first to get the muffle soaked before engaging the PID control function. Try and get the forge running close to the target temp. Give it another 10-15 minutes on PID control to get zeroed in on the exact target temp. The muffle slows the response time of the PID and it will take a while to get tuned to the swing time.