Extending the fused filament fabrication process to highly filled thermoplastics in metallic powder used in metal injection molding (MIM) is a promising method to produce small series. However, the lack of adhesion between deposited filaments can cause ruptures during the fabrication or debinding process. We designed a simple device to measure the shear strength required to tear off a filament deposited on a substrate. This device makes it possible to quickly determine the processing window for a good welding of filaments. We developed a 2D thermal simulation using the finite difference method while integrating the enthalpy of fusion and crystallization kinetics of the material. We then fitted it to the thermal measurements at depths of 0.45 mm and 0.75 mm under the substrate surface using small-diameter thermocouples. Simulation results highlight the key role of the thermal contact resistance between the filament and the substrate in the evolution of the interface temperature. This provides essential information to explain the process window that can be determined experimentally. The characteristic time of macromolecule diffusion was determined by rheological measurements and was found to be too small to play a role in filament bonding for the simulated cooling rates for the studied material.