If all else fails, get crafting!
u/containerfan on Reddit posted a method of using tape and hot glue to make a probe for the Sofirn SC21 Pro, which is fairly easy to do.
Along the same lines, others have used things like polymer clay, blue/yellow moldable epoxy, or even 3D printed jigs to align pins.
Attaching pogo pins to wires is a good start, either by soldering or push fit into Dupont plug connectors. From there, it’s a matter of finding a way to align the pins and keep them in place. Aligning the pins using something like tape is a simple and effective way to start, but making it permanent can be a bit more effort.
For those willing to risk a hand cramp, it’s even possible to hold the pins in place and flash a light! This is mostly viable for UPDI lights with only three pins.
Another tactic is to use much longer probes and devices such as soldering “helping hand” style tools to hold the individual probes/leads.
All that said, in most cases these methods are much less reliable than using a proper probe.