You do not NEED to calibrate before each load. Calibrating before the Qualification and after the end of the qualification is sufficient. That being said, Thermocouples are fragile and can break. For this reason you need to write in a clause which states what your action plan will be in the case of a TC failure or breakage.
Running a calibrating-verification regularly (maybe every 3 runs, maybe every 5 runs) is a good way to mitigate the risk of a Thermocouple (TC) failing. You can also have a statement that 1 TC may fail every without impact to qualification, or maybe 10% of TCs may fail without an impact.
So I would do runs like this
Engineering studies - just calibration and run until one fails. Then stop using that TC for a while.
calibration verification (don’t recalibrate here)
Change loads -
calibration verification (again done recalibrate)
WIth the above, you only risk “losing” runs between calibration verifications.
If the TC’s start to get worn, then do a calibration verification, then do a calibration, then do your runs.