If implementing a thermocouple near a high voltage bus, or in any environment with high EMI or RF noise, then the MAX31856 is recommended. The MAX31856 has on-board noise filtering, but also over/under voltage protection.
While also an accurate thermocouple interfacing IC, the MAX31855 lacks on-board noise filtering and over/under voltage protection, making the MAX31856 the better choice for high noise environments.