This is a housing for the MAX6675 thermocouple board available from Sainsmart (or Microcenter). This thing provides some strength and protection for the thermocouple board, and will help to stabilize the temperature of the MAXIM/DALLAS 6675 IC on the board. It is designed to fit without the need for adhesive or fasteners, and has a cutout to allow the TC terminal housing to fit without modification.
Note that the STL gallery view is oriented in the recommended printing orientation, but it can be printed vertically either way without trouble.
Print vertically. The STL is designed to minimize unsupported overhangs, and it is recommended to print without supports if possible. 5% fill and two shell layers provided a nice print in my hands. The housing fits snugly without any adhesive, and the revised version fit all of the three MAX6675 units I tried. There is modest contact with the header pins, so I recommend covering these if you use conductive filament. EMF does not appear to affect the operation of this TC amplifier chip, so normal filaments are fine.