The EHA harness can be very easily made from a couple of pieces of wire and bullet-style connectors , aka crimp-on snap connectors (radio shack pn 64-3086). It turns out the size of the connectors is exactly the same size as the EHA terminals. One piece of wire is about 6" long and has a female at one end and a male at the other. The other piece of wire is a 4 foot piece of speaker wire. One end has a male/female pair of snap connectors and the other end (the multimeter end) has a pair of female quick-disconnect crimp-ons (radio shack PN 64-3039). The probe pins from the multimeter stick nicely in to the female quick-disconnects, and when you want to use the multimeter to read the O2 sensor instead you can push the two female connectors together and they'll stay put
A bag of snap connectors, $1.69 at your local radio shack
A bag of quick disconnects, $1.69 at your local radio shack
Getting the job done on a Sunday afternoon, priceless.
-Robert