The cold junction compensation in Honeywell-Brown moving coil pyrometers was a mechanical pointer showing the ambient at the pyrometer instrument. The zero setting of the moving coil was shifted by a bimetal spiral to agree with the ambient as shown by the pointer on the main temperature scale.
At calibration checks, the zero of the instrument had to agree with the mechanical pointer at open TC circuit, and could be adjusted.
Other suppliers used similar methods.
Obviously the TC extension wires had to be correct for the type of TC used, so that the cold junction was at the instrument.
rasevskii