One Super Simple Trick!
I have always found the plastic heads on jumper wires very annoying.
They just make it hard to connect non jumper wires to them, and they are are really hard to pull out without damaging the wire, but I discovered way!
Break the Flap-like Thing on the Header.
All you have to do is take a pointy jumper wire and poke it under the flap to break it off (the flap, not the pointy wire.) After that just slide the plastic head off! It will leave the metal connector intact and you can still connect other jumper wires to it.