C12666MA is a sensitive module and it will be good to avoid direct soldering to the pins. Making a socket is easy and prevents chances of any damage to relatively costly spectrometer module.
As the pins on C12666MA module are round, so for good electrical connection round female headers should be used (Link for reference - https://www.sparkfun.com/products/743). And you will also need a small piece of Perfboard (ref ) and after soldering the headers it should look something similar to the image below.
Extra perfboard should be removed for proper assembly in the housing.