Are there any opitions to soldering on a pinheader if you only want to use it once?
Especially with a single-row header into plated-through holes (the norm on a commercially made double sided board), if the programming process doesn't take too long and if you know that any failure is recoverable then you can usually get away with just holding some sideways finger presser on the unsoldered header.

Don't try to leave it like that; it will only work with pressure applied to maintain contact.

Production setups usually use sprung contact pins ("pogo pins") in a clamping jig.  There are also manual temporary fixtures that have a grid of sprung contacts and alignment pins, but the board typically needs to be specially designed with the unique footprint of the pin array.