I would assume that the sensor is pipe thread, and I would assume that the hole in the thermostat housing is as well. Note that I didn't verify this in any way, but that would be my guess.

If they are both pipe thread, then you should be able to get brass adapters from one of the big box stores or a plumbing supply house.

It is my understanding that all the plug and pipe type threads on our Z's are British Pipe Thread. This was mentioned in plugging off ports on the balance tube. Please correct me if this is wrong.

Bonzi Lon

The link you provided is for vacuum bypass caps, not coolant! Probably why they kept bursting.

Here is the same product at Autozone and it says coolant bypass cap.

http://www.autozone.com/autozone/accessories/Help-2-pcs-each-3-8-1-2-5-8-and-3-4-in-i-d-cooling-bypass-cap-assortment/_/N-26ma?itemIdentifier=426020_0_0_