Yes but sometimes the short end can be a little too short for a good connection. But then you can solder two headers back to back and have long pins on both sides.
That was the trouble I had with the Ping!, the short end was too short. No one sells longer connectors?
You have to get the crimp-on parts as well, little metal things that crimp onto your wire and push into the receptical. Normally the "official" crimping tools cost a fortune (and I mean a fortune, $400-700) but you can use narrow-nosed pliers.
Is it fairly easy to do with needle nose pliers (just insert the wire, squeeze and insert it in the receptacle)?