The EI probes are Type K (Chromel-Alumel).
Temperature range is -450°F to +2500°F.
The closest generic product could be found at Omega.com with the ~ following specs:
Type K
1/8 dia (or whatever)
ungrounded
sheathed/closed tip
stainless
specify length (3")
The bigger the diameter, the slower the response time.
The smaller the diameter, the lower the life expectancy in hot gas.
When you hook it up you have to make sure you connect chromel lead to chromel lead, and likewise for the alumel leads (I think no risk of damaging anything if they are reversed, just bad data - check with EI).
Regular connectors can be used for high temp applications like EGT/CHT. For low temperature ranges like inlet air or OAT, the special type K connectors are needed, which essentially are spade connecters made out of the chromel and alumel materials.
The thermocouple junction basically makes a voltage potential based on the temperature of the junction. It's like a little battery which is near zero voltage when cold, and goes up to a maximum of about 50 millivolts when its super hot. The EI instrument just reads the voltage and converts to a number using a curve fit for Type K.
For a really low cost probe (thermocouple junction), just twist and crimp (not solder) the chromel and alumel wires together. They will generate a precise voltage based on the temperature of the junction where they first come into contact.