There is an accessory plug tucked up in the hood harness; I think it's usually taped to the hood up behind the headlight from factory. It's a two pronged flat plug, similiar to a trailer plug. It's not rated for much amperage however.
Your best bet, in my opinion, would be to run a relay from your battery that is triggered by the acc plug. That way, you have tons of power available for your EGT gauge and any other accessories, and it will only come on when the sled is running.
I have this exact same setup on my sled, and it works great. I'm powering EGT's, AFR, and a 12V accessory plug this way.