First, pick a couplant that can be used over the entire temperature range. My favorite is heavy silicone grease -- Dow Corning's High Vacuum Grease.
Second, bring your cal block up to temperature -- ASME limits are plus/minus 25 degrees F [14 degrees C] of the part in question. Then calibrate. I typically tuck my setp-block into the insulation on the part and calibrate there at the hot part.