Those dupont connectors are so difficult and time consuming to crimp manually. It's not so bad with a small number of pins, but the hassle increases exponentially with the number of pins. You can expect to spend at least a couple of frustrating hours on making that one cable. You can get wires with the connector pre-crimped, and those are easy enough to insert into the housings, but I haven't seen them in the male variant and I've also only found them in one length (It's just the standard 40 pc female to female jumper wire set without the 1p housings added).
The IDC are super fast. But I think you'd need to use some long male headers to make the connection between the female IDC connector and the female header on the Mega. Like these:
I think a cheap IDC tool is about the same price as a cheap dupont crimp tool, but the cheap IDC tool will give you perfect results while the cheap dupont tool will likely produce lower quality crimps than the expensive tool brands. And you can even make IDC cables without a special tool. It's only a matter of pressing the two halves together completely