zoomkat, are you suggesting removing the pins to use as standalone jumpers?
In my experience, female pins that will fit on a 0.025" square post will not fit on the male pins in this kind of connector, the pins are too large in diameter.
I have not tried pulling the female pins out of a header to see what they look like.
If one wants loose pins, the pololu crimp pins are one of the better ways to go, even if you end up soldering them on vs crimping.
You can buy preassembled male-male, female-female, male-female, in a bunch of lengths (3", 6", 12", and longer) and housings to slide them into (1x1, 1x2, 1x3...1x12, 2x2, 2x3, etc), or just the terminations alone and make your own wires.
Here's the link to the list of all the terminated wires
or just the crimp pins
Can play around within the search feature & narrow down the displayed list.
I have been getting the 50-packs of assorted wires to build up into projects.
The picture of my remote above shows a 1x8 female-female cable I made to connect to 1x8 right angle male pins on the little wirewrap board and straight 1x8 pins soldered onto a velleman keypad.
I also made a 1x6 male-female extension cable so I could connect the USB-FTBI programmer to the minipro without having to remove it from the box.