I did this just last week. They use a standard size spacing of the pins, so it's easy to find something that fits. I cut the sockets from some old flat ribbon cable type connections. I cut away some of the plastic housing, and soldered my wires directly to the copper sockets. I then cut (not quite) in half, and glued the 2 pieces together. I haven't tried it out yet, but I can't see any reason why they wouldn't work, they fit perfectly.
Ultimarc does some great products but they do charge quite a lot for all the little extras you need to buy. I'm currently making some round restrictor plates using some spare sheet plastic and a 1" hole saw.