Solderless header pins
Those are called press fit headers. Keep in mind they do deform the holes when used. Basically forcing a square into a circle
Alternative methods are using pogo pins with a jig of some sort. These are spring loaded pins commonly used to connect to programming points on a pcb. A jig is as easy as a small block of wood and gravity.
A haphazard option of using blue tack to hold wires/regular headers in place temporarily or hot glue as a semi permanent option. this may not be stable for some communication.