Very interesting approach! The spacing is a little bit off there, but the pairs of pins probably bend slightly, which helps give a more snug fit. Standard headers are 2.54 mm spacing, the pins in each DB-19 row at 2.77 mm, rows are 2.84 mm apart, and the diagonal you're using is 3.16 mm.
The concern I would have is that you're putting a square peg in a round hole.
Literally. The 0.1" header pins are square, and the holes inside the DB-19 connector are round, so there will only be electrical contact at the outside corners of the square pins. That may create a high resistance connection, or a flakey connection. Or maybe it would work fine.
If this works, to make them in large quantities you could probably replace the super glue, GOOP, and heat shrink with a tiny circuit board.
The concern I would have is that you're putting a square peg in a round hole.
Literally. The 0.1" header pins are square, and the holes inside the DB-19 connector are round, so there will only be electrical contact at the outside corners of the square pins. That may create a high resistance connection, or a flakey connection. Or maybe it would work fine. If this works, to make them in large quantities you could probably replace the super glue, GOOP, and heat shrink with a tiny circuit board.