I have found that temp sensors in a wall switch back box (floating) with a plastic switch plate is not ideal. It works but there is definitely lag. I have also found that a couple of backboxes are cut into 100+ yr old walls which are solid and no insulation - this causes the back boxes to be cold at all times. You may not find this an issue.
If you are using metal switch plates then you can attach the bare temp sensor to the metal plate which is, obviously, a great conductor of heat and will minimise lag, some sort of heat paste will work.
The other solution I have tested is to have some air vents cut into the switch plates, my issue is that the only versions of vents I've come up with are not particularly good looking!
The flush mount sensors you linked to look like a really great solution though, I would test them out before committing your install to them
Tom