Photo Credit: Courtesy of 3DStockPhoto ( image)
I like the mounting method on my Mk9 extruder: there's a small hole drilled into the heat block, parallel to the heater hole. B3 Innovations sells a thermistor packaged into a small spring. The whole assembly goes in the hole, and a setscrew (gently!) secures it. You could just as well put a bare thermistor into a spring or something similar; it's mainly to protect the thermistor from the setscrew, and from excessive bending.
From your photo, it looks like the same thing would work fine for your hotend.
However you mount it, adding some thermal grease can help conduction from the surroundings.