I believe the 3/8-24 threads you are refering to are for the CHT probes that screw into the cylinder heads. EGT probes are usually installed in a 1/8" hole that is drilled into each exhaust stack that you wish to monitor.
I'll back Dave up on that one. CHTs come threaded and also as a ring that goes under the spark plug. The treaded ones are very standard, so Spruce will know just what you need.
EGTs get drilled into the exhaust just under the outlet and are held there by a special (hose) clamp and a little gasket.
Lycoming cylinders are drilled and tapped for a straight 3/8-24 thread, I'd assumed the other manufactures do the same. The CHT port is located on the bottom side of the cylunder, inboard from the lower spark plug.
