ethernet socket interface throught nail bed
You're not really testing the complete board if you don't stick an RJ-45 in the socket because there is significant circuitry inside the magnetic jack. For example:  



As @JRE says, it may not work with two transformers in parallel, or it might. One approach would be to simply use a duplicate jack (as used on the PCB) in parallel and plug your test computer into that. But it may not work reliably. 

For some reason I guess you have better than even odds for 10/100 but that's just a wild guess. Worst case you have to plug an RJ45 jumper into each board, which isn't the end of the world.