Build the Jig

1. Get 4 (or more) SparkFun Pogo Pins and any STMicro Discovery board with STLink/v2.
2. Get some wire to connect between the jig and STLink/v2. 3 pins (SWCLK, SWDIO, GND) will go to 3 neighboring pins on the SWD header of the Discovery, and 1 (3.3V) will go to one of the IO breakout pins. Preferably this would be bare wire on one end and 0.1" Dupont single pin sockets on the other, but use what you've got.
3. Print the model here. The holes are on the small end for FFF printing and need some care in printing. You might need to regenerate from OpenSCAD to get the holes tight enough that all the pins stay centered.
4. Solder the bare end of each wire to the body of the pin 3mm below the hole where the plunger slides. Make sure to keep solder off the plunger and the sliding joint.
5. Fit the pins in the jig. DO NOT FORCE THEM IN. They will break. You did buy a spare, didn't you?
6. Load a Q4 / Proto-X (powered off of course) in the jig to see if the pins hit their targets, making sure to get the right orientation.
7. If the pins line up but are a bit loose in the jig, use some carefully applied hot glue to fix them to the jig. Also it can't hurt to glue the wires to the jig as a strain relief.
8. Connect the wires to the STLink/v2. Use the pads on the Q4 as a guide. "C" should connect to SWD header "SWCLK", "D" should connect to SWD header "SWDIO", "+" should connect to the "3V" pin or any similar 3.3V supply on the breakout headers (depending on your board), and the unlabeled pad should connect to the ground pin on the SWD header.
9. Follow the directions in the user guide for the Discovery board to disconnect the target CPU from the onboard STLink/v2. Usually this involves removing two jumpers, but each board may be different.