Hello Pete,
You bring up an interesting dynamic that the Ultramet CPT tantalum surfaces are well suited for.
So to get right to your situation, you are right, tantalum is a excellent thermal conductor and should transfer the heat easily, however the air gap caused by the tantalum sheath is an excellent insulator. This is the reason why you are not getting accurate and responsive readings from your thermocouples. So essentially your tantalum sheath is acting like the PTFE coating.
The good news about the Ultra-Metal tantalum surface is:
1) The tantalum diffusion surface is geometry independent, so it will work equally well on straight, stepped or tapered thermowells.
2) It has the corrosion resistance and thermal conductivity of pure tantalum which are both excellent
3) Because we actually grow and diffusion tantalum into the base substrate there is no air gap at all (see Diffusion Surface x-section image link)
So yes it will indeed solve both your corrosion and thermal conductivity issues.
Tantalum Diffusion Surface X-Section