These take much less board space (especially when considering locking holes) and work much better than Tag-Connect with and especially without the locking holes (those pin lock things are available, but they suck)- I mean they are easy to insert and stay in place, very nice for firmware people to use. They seem ambiguous about which side of the board you can plug them into, but they are actually (barely) polarized.
The main disadvantage is the expense of the connector and expense of castellated holes on the edge of your board. If you can afford the BOM cost use a surface mount 10-pin 50-mil header, or if you can afford the footprint space and some holes, use the SKEDD connector.
BTW, for SPI-flash chips: an option is to use a socket for them.