Hot Flashing Guide Rev. 2.0 (2004)
archive.techarp.com
archive.techarp.com
Today, it's mostly a solved problem for the old chips (TL866 family + minipro[0]), but now chips tend to be soldered rather than socketed, without even some thought in the form of a nearby header.
So you'd need a clip for SOP8/WSON/whatever package used (they are cheap on aliexpress). Tigard[1] is a lovely, cheap, useful board for the interfacing.