So, I followed this guide and have installed the sensor. I did not install that stay/ground bracket and immediately, I started to have ground continuity problems.
The stay bracket looks good, seems stainless, I think I'll order it and make sure the diff is nicely grounded.
Can't wait to do donuts in snow again, and see if I really heat up that R160
Edit: I Grounded this to the rear chassis grounding point, inside the trunk, by the trunk latch, works nicely.