Soldering is the most reliable option (soldering in the pins and using DuPont cables from there), but more temporary options might suffice. It's effectively an electrical connection, as long as you manage to keep firm contact during the flashing (and don't slip during the critical steps), you're good to go (be it with paper clips, sewing needles, DuPont pins, pogo pins, etc.)…
Just be aware that soldered pins (and short DuPont cables) reduce the risk of intermittent connection loss best, as it gives you a firm and reliable electrical connection - everything else is at your own risk.
I've discussed this with a couple of forum members via PM, since
I wrote most of the info on the device page.
They simply held the wires in place using fingers, or taped them.
Personally, I would have used tooth picks as ghetto solution, but I soldered them instead