Converting a 2.54mm pitch header to screw terminal blocks
For a similar requirement, converting a 20-pin header strip to screw terminals, we fabricated a tiny adapter PCB with screw terminals like this one:



The screw terminals are on 0.197" centers, and they interlock nicely on a 0.2" pattern.

The PCB used was thus:



The screw terminals are arranged in two rows atop the PCB on opposite sides of the header strip, facing outward for ease of connecting wires. The 0.1" header strip is on the underside of the PCB, facing the board to be connected to - Either make or female header strips are soldered in, depending on requirements.

You could as well fabricate this using single-sided stripboard or veroboard, just that the header strip on the underside would then need to be soldered with a bit of finesse.

Another such adapter board of ours uses the screw terminals all on one side of the header strip, with a bit of a gap between the 2 rows of screw terminals. That version's a bit fidgety to use though.