A question for the hardware engineers.

I have a design for a tiny PCB 6mm x 16mm, with a Microchip PIC microcontroller on it.

I would like to program the chip in-place and was thinking of using a cheap bed-of-nails setup, something like this:

http://img-europe.electrocomponents.com/largeimages/W434324-01.jpg

However, this particular item needs a custom-made jig AND doesn't provide any way to holde the piece in the jig as far as I can tell. I could just use three probes and hold them in-place during the programming, but that seems a bit hit-and-miss, mechanically.

The design has components on all edges and they can't be moved, so an edge connector is out of the question. Also, a header is out of the question for cost reasons. Because the circuit is at the design stage, the pads can be placed pretty much anywhere except at the edges of the board.

Does anyone know of a solution that:
* is really inexpensive
* would be quick to set-up
* will hold the piece in place (remember the small size)