I'd choose interconnects that handle two leads at the same time. If you are US based, Digikey and Jameco have thousands of options available to you, many of which are more aesthetically pleasing than what you linked.
For the diode connections, be aware that you wouldn't want to connect/disconnect diodes from their drivers while the projector is powered on. Before reconnecting a diode, you'll want to short the leads at the driver so that you don't get an unwanted charge spiking your diode.
Good luck!
-David
"Help, help, I'm being repressed!"