Thanks @droftarts, you may be right that it could be a wiring issue. The thermocouple is bare and I don't have any kapton tape at the heat block. Funnily though it is working, sometimes. The thermocouple reads 2000*C if it is touching the heat block when the Duet starts, but if I start the Duet and then insert the thermocouple it works fine (even after using the emergency stop).
I wasn't using insulation (e.g. kapton) before but it was working without having to do this cheeky tricky. Maybe I got lucky and there was enough dirt/resistance? Are there any alternatives to kapton tape?