The older VDO "cockpit" pyrometer I have in my GTD autocrosser is very quick reacting.
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More recently I installed a VDO "vision" pyrometer and VDO thermocouple setup on a different engine (the VNT Rabbit.)
Jake, since you have easy access to both these vehicles, is there any chance you might experiment by swapping the fast-acting VDO "Cockpit" pyrometer in to attach to the thermocouple installed with the VDO "Vision" pyrometer? I assume both gauges can be connected to either thermocouple (maybe a false assumption - but it being Xmas and all, and hoping for gifts, I'd like to believe that even the Autometer pyro could connect to any existing VDO TC, too!).
Swapping the two VDO gauges would narrow down the issue as to whether the slowness of reaction time is in the gauge, or in the TC itself.
My own VDO thermocouple is mounted at one extreme end of the exhaust manifold, so it is only picking up temps from cylinder 4. I suppose it would have been better to mount it in the middle, immediately prior to the turbo, like you and Veeman have done. I expect that would give a better "averaging" of all 4 cylinder exhaust temps, but it's too late to change it now. (That's another reason I'd like to believe the Autometer gauge can connect to the VDO TC).