I have seen a method used where the pins on the connector are of the same materials as the thermocouple and the connector is connected via single strand wires of the same material to the PCB however the wires were spot welded to bare copper pads to reduce the effects of thermal noise as the noise becomes more noticable when the number of junctions is increased. Seems overly excessive. Standard terminal blocks are usually quite adequate for most applications.
You did not mention whether the connector needs be in the 700 deg.C environment or not. If not then you could use pins of the same material and also house a temperature sensor for cold junction compensation.
You should also avoid changing materials in high temperature environments especially 700C as the reaction between 2 disimilar metals will occur at accelerated rates possibly causing premature failure of the junction. I have found that this is a common cause of failure in thermocouples besides broken wiring.
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