I put the sensor underneath an old sponge that I duct tape to the side of my bucket, so that the probe is sandwiched between the sponge and the side of the bucket.
Yep! That's what I do. Took a chunk of foam, cut a groove big enough to fit the probe, and taped it to my conical. I just insert the probe when its time to ferment. I used the aluminum tape and the foam stays put, even when cleaning.
I do mostly the same thing except I attach the foam to the fermenter with bungee cords. Easy to put on and take off when needed.