Of course,you aren't always critically looking at high frequency signals.
In many cases,you are checking DC supply pins on the header,or low frequency signals.
One thing that works OK with the inline header/sockets which are commonly used,is the needle part of a hypodermic
syringe.
These are usually thin enough to slide into the back of a socket alongside the connector pins.
A normal probe is then clipped onto the needle.
Needless to say;
Not used ones!!
A long pin would do as well.
Obviously,there are frequency limitations,but it is a useful trick,as the centre of most probes is too fat to fit in the back of a socket in this manner.
VK6ZGO