As you may have guessed, this question is aimed towards grill thermometers that are designed with both a transmitter and a receiver. Good examples of a few are the TP series from ThermoPro. But, these types of grill thermometers may not be synchronized and if they are not, they typically do not require much effort on your part to do so.
Speaking of ThermoPro, for their TP series, it is as easy as removing the batteries for both the transmitter and receiver and then removing the stainless steel probe. From here, re-insert the receiver batteries and then insert the probe into the transmitter. Finally, install the batteries for the transmitter and you should be good to go.