Well i was talking about to use that clip to program your PIC while not on the PCB ... to program before soldering on the PCB for the final step....but it could work... maybe not for the reason you said.

SO you can even leave some testpoint (or programming points... ) on the PCB, then solder few wire wich will goes directly to your programmer. That's more than feasable and allow to update your program if it needs to... one day or another.