Welcome to the GTA Marty !!!
I have read of a screw that fills the hole better, but do not know where to buy it ? It was mentioned, by no supplier was named ?
Some fill the hole with wax !
Others drill a hole in the front tip of the probe, and insert a short doubled wire, that will hold the pellet into the barrel ! I have been thinking about that myself !
Now an extended bolt probe I believe will help, by placing the pellet on the tip of the probe ? That's one I intend to try before I drill into my probe tip !
I hope this helps you, I'm in the same situation as you, only I'm not working on that at this moment.
Good Luck,
Bill