Obviously you don't want to use electric resistance derived heat to generate electric energy, otherwise it would be like a dog chasing its tail.
However, I would think the trick, would be to configure your TEGs so that the heat passing through them is not lost. So, for example, if you had ducting passing through a living space, you could "insulate" the ductwork with TEGs. You would have a low temperature gradient, but the heat lost through the TEGs would just go into the room which you desire to heat anyway.
The TEG would likely decrease the temperature of the heat being released into the house slightly (blown and leaking through ducts). However, even if the TEG was only 1 or 2% efficient, that decrease in temperature from the TEGs would be 100% converted into electricity, which is better than the power company does with their power generation.
Let's see what Geezer thinks about using ductwork TEGs with Heatpump or AC heating/cooling. Actually, it would do well with AC because you are leaking warm air from the room into the cold air stream, and removing energy in the process, so your net should be MORE Cooling. But, it may actually also increase the efficiency of the heatpump for heating.
However, I'm not considering a huge net gain of energy in a residential setting. So, sorry, you might as well leave the EV in the garage and ride the bicycle.