I had a set of those springyy hook-y grab-y DMM leads that were broken, so I cut off the spring-y hook-y grab-y part to use for the DMM side.
On the work bench was a perfectly sized piece of PCB from when I was experimenting with cutting and scoring PCB. From the RXTX build, I just happened to have some extra 0.01 μF SMD capacitors which were perfect for the job. A 1N34A diode and 4.7MΩ resistor finished off the parts.
I used a small hacksaw to score the PCB and divide it into three sections, cut out a notch for the diode and cut the head off a brass nail to serve as the probe. Soldering everything in place was pretty easy.
Soldered on the leads and a ground wire with alligator clip and put everything into a shrink wrap tube.
The full probe, with all the leads ready for some RF to measure. I still need to find a decent enclosure to shield the probe with.