Step 2: Solder in the male headers
Once you're happy everything fits together as it should, go ahead and solder in the headers.
Keep your soldering as neat as you can and try not to get any solder further up the pins than you need to as this will make it difficult to insert them into the sockets on the Arduino board.
The 6-pin header is reasonably easy, but you may find the 8-pin header more tricky if the adjustment process has left the pins a little loose (I had a few that were prone to falling out!). To help keep the pins lined up, I used a second piece of stripboard as a spacer jig. (If you do this, place the pins in the top row of holes, not a few rows down like in my photo. This will make it easier to get access with the soldering iron...)
When the soldering is done, go back and check everything fits into the Arduino board again.