Ideally calibration of any device should include a calibration point close to the intended use. Calibration should consist of a minimum of two points. Calibration using the freezing point and boiling point of water for use at temperatures around 1000ºF requires excessive extrapolation and potential errors.
Fortunately, thermocouples have very well known curves and a two point calibration is usuqlly sufficient. The voltage vs. temperature isn't linear but if you know the type of thermocouple being used, the temperature can be determined by reading the voltage across the cold end of the wires. This web site has calibration curves for various types of thermocouples.
https://www.omega.com/en-us/resources/thermocouple-types. The problem that occurs is the accuracy of the algorithm that converts the millivolt reading to temperature, h3nce the need for calibration.
The ice point would be an acceptable calibration point. For the upper end, I would choose something like the melting point of copper. Copper electrical wire should be close enough to pure copper for a reasonable check point. The melting point of lead would be a good intermediate point.
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The easiest way to calibrate is against known good thermometers. An infrared thermometer is a convenient way. However, my infrared thermometer won't go up to hardening temperatures and they are dependent on the correct emissivity for the object being scanned. My multimeter uses a type K thermocouple and reads to 1382ºF.
Another method, if you know the type of thermocouple, is to disconnect the thermocouple and use a variable voltage to insert a suitable voltage, as determined from the voltage vs. temperature curves for the thermocouple used. Use an accurate digital voltmeter to measure the input voltage.