Phil
I don't know if you are familiar with SurfBoards (
http://www.capitaladvanced.com ), a SMT to SIP converter board series,
but they have pads on the edge of the board, and a header pin with a
fork in the end that slips over the edge and is soldered to the pad.
If you can find a source for those, then you can just use a regular
female connector on the cable, and the whole thing is only as deep as
your connector is wide.
Richard