As a general rule, you'd choose the resistor value as low as possible, to carry a current of 1mA ... 10mA while the heater is on. Larger values reduce current and dissipation, but may result in larger measurement errors due to input bias and offset currents of the amplifier. As these appear quite low, I wouldn't be concerned too much with a e.g. 10k or 22k resistor. But do some simpe calculations, how much voltage results from the amplifiers input current across the resistor, a systematic error of 1° ... 5°C (10uV ... 100uV in the world of thermocouples) would be acceptable here. This error is smaller with lower resistor values. Also watch for the clamping devices leakage current (e.g. if you clamp with diode to VCC, a zener to GND, assuming the other end of the thermocouple is at GND, would be better).