The traditional answer to that question is vacuum and magnetic confinement (usual toroidal). Whether that will turn out to be the practical answer is yet to be seen.
Literally 100% of that heat travels from the 1000000C stuff to the environment throught that vacuum. Vacuum doesn't just remove energy.
If you use a steam engines it doesn't matter if your source of heat is 900C or 1000000C, all heat will be captured, and 40-60% will be turned into electricity.