The other trick is to make or buy an adapter board that brings out those child-safe recessed banana sockets to dangerous binding posts... Male plugs on one side, binding post on the other. There are photos on EEVblog...
It is not unheard of in the lab is just bypass those stupid shrouded sockets altogether and solder wire direct to the input section of the meter - then you just snip a little wire off the free end for new experiments, and replace the wire now and then. Not exactly elegant I know - but do what you have to do...
None of this is a huge issue for 34401 but you'll get there with more sensitive experiments and other setups, especially with a null meter. Once you play with a 3uV scale null meter, then you can get some time on a 1uV or smaller scale meter, and you can move the needle with your eyes only... Not really but that's what it seems like sometimes. You can see the effect of just the heat of your hand on one side of the connection.
For now you'll have fun and learn a lot in the world of null meters... You can play with the null meter and find out how connections work (or not). You'll probably find out that if you use the same type of connection on both ends of a binding post you'll get pretty good results.
Don't forget when you do a null measure between two voltage sources with that meter, get everything zeroe'd out...and then reverse the connections. Make a change on a voltage source of that difference divided by 2. Keep doing that until the needle is pretty steady even when you flip your connections around and then that's your compensated null point that is relatively free of thermal emf. You'll need a stable voltage source and a KVD now also <Grin>. You don't need that retirement fund do you?
If you're measuring just a connector with that meter you can get your experiment setup and meter zeroed out, then heat one side of the connector only. Then flip the connections around and try again, and that will show you what's really happening at the connector itself. Fun stuff!