I've been doing a cheap DIY version of Tag-Connect for some STM32 projects (6-pin debug). I just put the holes for a pin header near the edge of the board, and use a pogo clip to connect [0]. (These are readily available on AliExpress in various sizes.)
I do exactly the same on my boards and use that same clip.
Back in my undergrad days I built a similar clip out of a broken clothes peg, hot glue, and some 2.54mm headers. It worked well.