In some embodiments, a NMR spectrometer includes a NMR probe circuit component (e.g. RF coil insert, capacitor, inductor) in thermal and electrical contact with a cryogenically-cooled NMR probe support through a collet assembly. The collet assembly includes a collet assembly body connected to the probe support, a collet inserted into the collet assembly body, a pin connected to the probe circuit component, and a nut threaded over a back of the collet to secure the pin to the collet. The collet assembly body is connected to the probe circuit component and the pin is connected to the probe support. A heat exchanger may be in thermal contact with the probe support. The collet assembly provides a demountable, compact, reliable, low-resistance, and strong thermal and electrical connection particularly suited for use in NMR probes, which are commonly subject to stringent spatial and other NMR-compatibility design constraints.