How do you guys connect to your Oxygen Sensor wire to read the voltage?

I have pin leads on my multimeter and I find it hard to keep the pins in contact while trying to read the voltage, its like doing a juggling act with my fingers while reading the meter.

Do you use a special lead maybe a make shift connector you created?
Please tell me how you do it because that ECU sensor connector under the carpet is well made and is sealed pretty tight when its connected.

Thanks.