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You can get retaining clips to hold it on. While these can be a bit fiddly, I’ve found them good enough for bench testing with no legs tag connect

https://www.tag-connect.com/product/tc2030-retaining-clip-bo...

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Bending the little pins also works (they will tend to bend themselves after a little while of use anyway), but at the cost of making insertion a little harder as well. I found that to be the best compromise for me, but YMMV.

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