Any change in material will introduce an error on the signal. However if the changes are the same (in terms of both material and temperature) on both terminals then those errors will cancel out. So you can use just about any method you like as long as you keep things symmetrical.
ButTwo things to watch out for - Firstly the temperature that is measured is the difference between the thermocouple junction and the temperature where the two wires become the same material, normally the copper trace on your PCB or the terminal block. This means that if you use screw terminals then your cold junction temperature sensor needs to be at the same temperature as those screw terminals. Any difference will be reflected as an error in your measurement.
Secondly be careful of temperature gradients on your PCB e.g. if one terminal is closer to the power supply or further away from some source of airflow it could be a tiny bit warmer which will impact the end result. If the terminals are on the outside of the box and the cold junction reference is inside getting heated by a CPU then you're going to get a big error.