Surface Mount Adapter PCB With Castellated Holes
Castellated boards okay and are good if the system is area constrained. If there are many pins, rework can take a while. If the changes in prototype board are small, I would look at doing BOM variants, prototyping on a breadboard if you can get discrete components (or on an eval board), or maybe a ribbon cable connector between two boards. 

Here are some notes on castellations.


Make the pad on the main board longer so some of it extends out past the via. The extra room gives you a place to put a solder tip when soldering. If the pad was the same size as the 'via' of the castellation, it is directly under and hard to solder. See the picture on this page, https://learn.sparkfun.com/tutorials/how-to-solder-castellated-mounting-holes/all, how the pad overshoots a lot. 
Use thermal vias on the main board for any signal connected to a plane. Otherwise, soldering the castellation can be difficult as it takes a long time to heat.
When soldering, tack one corner, then make sure you are completely aligned. For the rest, heat the pad and bottom of the castellation first, then feed the solder in.
When desoldering, be careful to not pull out the pad on the main board. This can happen if you lift up on the PCBA before everything is desoldered. Reflow hot air stations are good if the PCBA is small enough.