At first, I had the same feelings. Early on, I bought a cheap set of scope probes and cut the entire probes off and soldered female pin sockets on the ends. Then I could stick these onto test pins or stick pins in there to wrap wire onto for soldering connections. Obviously no good for high voltages or frequencies, but something was wrong. Even the weight of the wire is a lot for a really small board.
What I eventually learned to do with the micro tiny boards is to bring the signals I'm interested in and port them out to a row of pinheader. Have everything glued down to a single piece of fr-4 or plywood or something. Then you can stick a piece of label tape down next to the header and name all these signals. Now you can quickly switch 2 or more standard full size probes between various signals of interest that you might need to see in relation to each other. Or have one probe hooked to a pin, and use the other to touch-probe the circuit. When you're working on such small stuff, this is even better. It takes time to work on tiny stuff, and putting some extra work in just the once, upfront, can save a lot of frustration later. So ultimately, the only tiny probe you need is disposable. It's 30AWG kynar wire and solder.