Nice! That's one issue ticked off the list! I'd probably be reaching for the old tube of Hematite red and putting a little wipe round the base of the sensor thread. It shouldn't take much, the thread will do most of the sealing.
I’ve just had a look in the garage and found a unopened tube of Hylomar Blue I must have bought it for a job and changed my mind and not used it .. I think I little smear on the back of the sensor with this should do the trick as it doesn’t go hard and heat and fuel / fuel resistant