What's so bad if it touches the grate anyway? It seems to me everything should be at about the same temp so it wouldn't matter much other than slowing the response time. Say you normally cook at 225 F, the grates would soon be at 225 as well.
Why not just bend up a metal clip that attaches to the grate, grill or even a little stand that straddles the grill. What ever, but something that would tend to last rather than something that will be consumed. There must be a hundred ways to bend something up out of coat hanger wire or even a piece of metal cut from say a tin can.
Here's one just to start. Take a small can say like one of those small little V8 or tomato juice cans.
Drill or punch holes all the way though both sides of the can large enough for the probe to pass though. You could even use a nail to punch some holes if you don't have a drill. (You should own a drill so ask Santa to bring you a drill next Christmas)
Set the can on the grill, but a few pebbles in the bottom to weight it down, shove the probe though the holes in the can so the end is out in the clear and free from contacting anything but air.
The can should last pretty much indefinitely and you can set it where ever you want on your grill.