I used this method on Albert's recommendation recently to break-in the wires on a Triplanar, with a little twist. Instead of doing any soldering I picked up a package of test wires from Radio Shack that have alligator clips on both ends. I connected the tonearm wire to the tonearm but plugged the other end into a line-level input on my pre, not the phono stage. Using the test wires I connected a pair of interconnects from the cdp to the cartridge clips on the tonearm. You just have to be careful that the alligator clips are securely fastened on the interconnect end and are not exerting any stress on the fragile tonearm wires.
This method works great, but I do think there is a bit of settling in that occurs once you start playing records.
This method works great, but I do think there is a bit of settling in that occurs once you start playing records.