everyone seems to freak out about the "tip" falling off. the tip, where the two different metals joins are inside a stainless steel tube on nearly every egt i've seen. so some how you have to melt through the tube and melt the tip off. i don't see that happening before you've done some serious damage to the engine first.
stainless doesnt melt until like 1400, so even if it got soft and dangerous for the turbo at 1000, your engine is going to be near cactus at those temps any way.
i've installed bulk thermo couples and RTDs into steam turbines, boilers, oil heaters and heaps of other processes and i've never seen the tip of a rtd or tc come off. RTD and TC aren't anything new and our use for them is hardly an "extreme" location for them. I think into the manifold and safe option. As lawry said, buy a good one, one with a stainless steel tube and you'll be safe as houses.
My probe has been in the manifold for ages now and i pulled it the other day while i was looking at stuff and it was fine, dirty, but fine. gave it a quick wipe and put it back in.
this is all just my thoughts on it and in the end its what you see as an acceptable risk i guess.