Clamp / pierce into flex PCB
I've never done this so this is a idea only.  I would probably start by carefully scraping or abrading away the plastic over the conducting copper.  Once you have bare copper, soldering to it should be easy enough.

I have a number of times scraped away the soldermask over a copper trace to eventually break the trace or just connect to it.  Soldermask is more ridgid and brittle than the plastic of a flex PCB, so I expect scraping the flex PCB material will be harder, which will make it easier to accidentally go too far and scrape right thru the copper too.  Still this is what I'd probably try first.

Experimenting and practicing on a large conductive area or on a spare flex PCB sounds like a good idea.  I expect there's a technique to this that won't be apparent until a mistake or two.