While not the most elegant, you can go through the lid in a larger fermentor without a thermowell. I put this together without wanting to incur the cost of a thermowell - so I used some electrical tape, an extra hole opposite the airlock and a rubber grommet. I patiently and accurately wrapped the tape around the sensor wire, building it out so it fit nice and snug in the grommet.
This is what I've done with my BrewPi setup; on my sixth brew now and things are still airtight. Next brew I'll be removing, cleaning down, and replacing the tape - the repeated soaking in sterilising solution means the tape has started to get a bit gummy as you can see in the picture - the top layer is starting to pull away.
So, perhaps not 100% ideal as the thermometer is directly in your beer, but has served me well this far.
Not enough rep to post images, here it is in action: https://i.sstatic.net/sVekH.jpg