For testing SMD components you need some test fixture. A fixed-geometry fixture produces consistent and repeatable results. This article tells how you can easily make fixed-geometry fixtures out of PCB-mounted SMA connectors.
You can build a fixture to measure bypass capacitors using SMA-female edge-mount connectors. The narrow-base connectors (5 mm grid) and are best suited for smaller-size components, such as 0805, 0603 and 0402 capacitors (useable also with 1206 and 1210 size). The wide-base edge-mount connector is suitable for bigger components.