I think the best you can do is go with something like the Pololu pins and housings to make a female connector for your board and then run those wires to a barrier strip with the screw terminals. They have 2x4 and 1x4 housings.
Once you have the board connector end made you can slip some heat shrink tubing over the 12 wires to bundle them up and on the other end you can just use the wire ends for the terminal block or put crimp connectors on that end.
I’d take a look at the wire gauge in your jumper wires as it may be too small for running the steppers.
I have the same arduino shield grbl board, and that’s what I did… I bought a crimper (which was of questionable value, and I tend just to use needlenose plyers) and I put 1x4 ends on wires and then take them to screw terminals that then connect to the stepper motor wires. Works great… Only problem I’m apparently having now is spindle interference triggering endstops at random times, but that’s for another thread…