Installation of the Clamp style thermocouple (Pre-Turbo) on a 6.0L Powerstroke. Start with a small pilot hole and work your way up to 1/4" increasing 1 drill bit size at a time.  This will cause all shavings to be small.  Most of the shavings will fall in your face, so wear safety eye protection.  There is no need to coat your bits with grease or lube.  You want all of the shavings to remain dry so that they will come out without sticking when you vacuum out the hole.  If your truck has a thermal wrap over the up-pipe, a portion of it will have to be removed.