I fitted my EGT probe in the same place on my TD5 just need to be aware that you'll need to fit it slightly off centre, if looking at the front of the engine over the grill it will sit slightly to the upper right so it clears the inside of the manifold.
The Tap you will most probably need will be a 1/8 BSP most fittings like this are that size comonly used in barb fitting with turbo fit outs, your best bet is to try a propper tool shop or something like Cov fasteners will sell the tap serperatly.
I wouldn't be trying a nut as with engine vibrations you will find it will rattle loose and possibly send something into your turbo also if it is a BSP fitting its actully a tappered thread so finding a nut would be hard work.
Hope that helps mate and best of luck if your in Perth im happy to help if you get stuck.
Cheers Brian

