Something like the four listed below will work for holding the hotend thermistor in place.
Amazon.com - Permatex Sensor-Safe High-Temp RTV Silicone Gasket Maker - 81422
Amazon.com - Permatex Ultra Red Gasket Maker - 81630
Amazon.com - Permatex OPTIMUM RED Gasket Maker - 27038
Amazon.com - Permatex The Right Stuff Red 90 Min Gasket Maker - 34628