One major concern of a pre-turbo EGT probe install for alot of people is related to iron shavings damaging the turbocharger. The following are the currently used tactics to keep metal shavings out of the turbo:

1. Remove the turbo charger and/or exhaust manifold.
2. Idle the motor while drilling to force the shavings out of the drilled hole under exhaust pressure.

I use a method using the same principle as idling the motor, but instead I use a shop-vac set on "blow" instead of "suck":

A. Put a clean sock or clean rag over the end of the shop-vac attaching it using whatever works best/easiest for you. (hose clamp, duct tape, etc.)
B. Remove intake hose and insert shop-vac hose to blow through the intake. (Obviously, make sure your shop-vac is blowing clean air so you don's blow a bunch of crap into your motor.)
C. At least one of your cylinders should have both exhaust and intake valves open, allowing air to blow through your motor and out the exhaust. You can verify this by putting your hand over the end of the tail pipe.
D. I also put a sock over the tail pipe in order to create some back pressure to be sure to force iron particles out of the hole that I will be drilling.