I first use discrete wires and got things moving but with periodic errors. Then read up on SPI and transmission lines so I then used a 10 wire ribbon cable where I put a ground between every signal wire and it worked better but keeping the wires in the ribbon all the way to the board pins wasn't easy and every now and then I got a SPI error because my taping job was loosening. I taped the ground wires back into position so the grounding/shielding went almost all the way to the signal pins.
Then I said screw it, I took some perf board and some dual row 10pin sockets and dual row 10 pin headers and wired up an adapter so that the stock DIF ribbon cables which come with the graphical LCD of these 3DP boards could be used. Works great but soldering little jumpers between the pins was a PIA. So I designed an adapter in KiCAD and ordered boards 4 weeks ago and still waiting for the boards. I made adapters for MKS and SKR boards and if they work you can probably find someone to make them cheaper and faster.
dirtypcbs.com/rendering/details/18noc/Re...MKS_SKR-adapters.zip