Pretty much any crimp type terminal will work. For example, if you have a PIDG ring terminal that's large enough to accommodate both wires, you can cut or grind off the ring, insert one wire from each end of the crimp barrel (so that the wires overlap and will be crimped against each other), crimp the connector, then cover the assembly with adhesive-lined heat shrink tubing.
If wire bundle thickness is a consideration, you can offset the splices by a couple of inches (5 cm) so the splices create minimal "fatness" in the harness.
A traditional butt terminal would be a bad choice in this instance because they typically don't overlap the wires so that they touch each other. In this specific case, the wire overlap is imperative in order to avoid creating two cold junctions between dissimilar metals in each splice. It's the interface between dissimilar metals that creates the thermocouple effect in the sensor; if the wires to the instrument have additional dissimilar metal junctions, they may create voltages that harm the accuracy of the sensor.
