Agree with Robrenz on a non serrated jaws, apart from the slippery, the "sharp teeth" of the serrations also good for biting into oxidized surface at the pins to have better contacts.
Anyway, that Rube Goldberg kelvin clips look awesome, pretty sure it will work just fine.
Just for your reference, pictures of the Kelvin clips from the MS5308 standard accessories attached below, not the same league as Agilent's
or worst compared to the ones made by Robrenz
, but I think these clips are decent enough to do the job well.