Stanley Supply Services, formerly Jensen,
then formerly Contact East,
has a set of “Softie” flexible probe test leads with screw on alligator clips and a couple of other attachments for $24.90. They are item # 416-290 on page 116 of their 2007 catalog. I don’t know who makes them and can’t vouch for the quality, but they may work for you. Pomona or Mueller may have something similar as well. http://www.stanleysupplyservices.com
For years I have just use the small Fluke AC72 push on alligator clips with the standard TL75 test leads that came with my Fluke 33, 36 and 337 and 87 meters. The clips are rated for 600V and I rarely have trouble with them popping off, but yes, it has happened. Since I generally use a clamp meter though, I use the current clamp as a hook to hang the meter so there’s normally very little strain on the alligator clips and test leads anyway. The clips fit nicely in the bottom of the case when not being used.