Are breakaway headers the standard for interfacing when prototyping with these holes?
Those connectors will probably be a loose fit in the holes, and they aren't very robust. 
Headers like these are probably intended for use with that board.

They have 0.64 mm square pins. Check the hole size with the board supplier to make sure. I use 0.9 mm holes for those connectors on my PCBs.

They are available from other suppliers as 2x20, or use shorter lengths as they are end-stackable. You can attach ribbon cable, or use double-row sockets like these on a mating PCB.