The thermistor is small and fragile. Be gentle with the legs. The thermistor bead is made of glass - don't crush it!
Slide the glass-fiber high temperature sleeving onto the legs of the thermistor. Make sure to get the sleeving all the way right up against the glass bead.
Due to the manufacturing process, washers often have slightly sharper edges on one of their sides.
Make sure to have the smooth side facing away from the screw head - this way the smooth side will be against the sleeving and won't damage the insulation.