What is the name of this wire-piercing probe?
That probe is the Fluke TP81 / TP82. There are other variations by other manufacturers of course.

(Image from fluke.com)
This style of probe pierces the cable with a small &quot;needle&quot; that is advanced by twisting the colored-ring at the other end. So keep in mind that it does in fact make a (small) hole.
Inside the colored ring is a female banana jack. The TP81 version has 4mm jacks, the TP82 has 2mm jacks.