I've spent a bit of time thinking about TEG's but never thought of combining it with a rocket stove.
It might be well suited to putting the TEG on a mass that is heated, the other side of the TEG needs to be kept as cool as possible as electricity is made by a temperature difference from one side of it to the other.
So one side would be thermally attached to the heated mass and the other side needs to be cooled as efficiently as possible. Possible ideas are large heat sinks with fins to catch airflow, possibly in contact with the ground to let the ground cool it. Pump cool water over it,