Consider whether you want the toggle clamp on the left or right side of the tester, and whether you want the USB cable of the Feather coming out the front or the back. This will allow you to determine which side of the FeatherWing doubler receives the pogo pins. Also make sure you correctly identify the top side of the PCBs (it's the side with the silkscreen).
Using 6mm M-F nylon standoffs from the M2.5 thread kit, fasten the FeatherWing proto on top of the doubler, with the male thread extending out the top. For now, secure them temporarily together with a screw from the bottom. Double check that the orientation of the two PCBs match. After the next step, the proto board and the stand-offs will be captive and cannot be removed without unsoldering the pogo pins, so triple check everything.
Insert the pogo pins from the top through both sets of holes, adjusting them so the tips of the pins are at roughly the same height.
If this is a purpose-built testing rig, you can populate only the needed pins. This guide shows all pins populated because it is intended to be "general purpose".
Solder them one by one on the doubler from the top side. Be careful not to burn yourself, as the whole pogo pin will be heated to high temperatures as you solder and can remain hot for some time.
There's no need to solder the pins to the middle proto board, it's there to keep the pins vertical, not to create electrical connections.
It may feel like a drag, but at this point you should check for continuity from the tip of each pogo pin to the other side of the doubler, and fix any problems you encounter.
On the other half of the doubler, solder female headers to the top so that it can accept a feather with downward-facing male pins.
Now it's time for final assembly. Remove the screws from the bottom side. On the top side, add another set of M-F 6mm stand-offs. Using nuts as spacers between the PCB and the 3D printed base, secure it with screws from below.
Secure the toggle switch on the pillar with M4 screws.
Place a PCB on the pogo pins and lower the toggle carefully. At this point you are likely to discover that the toggle clamp causes the PCB to bow quite a bit. If so, return to the 3D printing page and print an appropriate shim to raise the base of the clamp so that it won't bow the board but will still have enough force to make good contact on all the pins.
Use a pair of flush cutters to shorten the threads of the up-pointing stand-offs so that it is easier to remove a PCB from the fixture.
Finally, stick four of rubber feet on the bottom of the fixture to stop it from slipping around or rocking back and forth.