Strip and crimp a couple of ring terminals to the non-plug end of the harness. Use the little bolts to connect the harness to the probe, red to red, yellow to yellow. Insulate the connection with split loom or fuel line or something. Plug into the guage. Maybe contact bullydog to see if harness length is critical. In the case of my JPI unit, harness can be cut to whatever length required.
Install for JPI Pyro might help
www.jpinstruments.com/slim_install_primary _rev 2.PDF
Compression fitting
Thermocouple Components-Accessories and Components for Manufacturing Thermocouples & RTD's