Those could be tricky.
If you're using ribbon cable, I'd use something blunt to press it in enough to hold it before fully crimping it in a vice.
Even if you're using non-ribbon cable (you'll have to ensure it's the correct size/strand size of wire), I'd push them in first, otherwise it'll be pretty much impossible to crimp everything at once.

However, I think personally I'd go for the solder version of those connectors, but be warned, they'll be fiddly to solder. You have to solder the inside row of connectors, otherwise the outside row means you can't get the solder iron to the inside rows.

Alternatively if you want to avoid crimping and soldering, you could buy some ready made breakout boards, but they're not cheap for micro d connectors.