One of these
http://www.maplin.co.uk/Module.aspx?ModuleNo=220003 or equivalent, suitable (or modified) for a switch-on temperature up to about 130C, combined with a 12 volt buzzer (I wouldn't trust the bonger -- the speaker in them is prone to failure), would make a good early-warning system.
I'm not sure where to mount the temperature sensor (thermistor), though. It would need to be a location that is suitably reflective of the head's core temperature, that closely tracks any rise in combustion chamber temperature, and is independent of whether there's coolant in the system or not.
Calibration would be straightforward: On a hot day, drive the car hard with the A/C full on and tune the warning to just go off. Any rise in temp from that baseline, even slightly, should set it off.