I have seen those Keystone test points used, and while they are useful, I don't believe they're perfect. In particular, they can be quite large, and there is no easy way to affix a probe to them unless you use one of those little grabber clips. If you do that, you need to figure out how to ground the probe. Perhaps another grabber clip to a second test point that's grounded? Seems suboptimal...
A connector that has both ground and signal built in, along with an adapter to BNC would be ideal, but it doesn't seem like anything of the sort exists. Basically, a non-RF version of this would be the Platonic ideal: