In low impedance/high frequency applications (supply bypass) you would want the leads as close as possible to the case so to minimize inductance.
In other applications such as input/output coupling the inductance won't be as big an issue and most any wire you attach will likely be fine.
Cover the leads if you have concern something might touch them and cause a rogue circuit path.
Maybe you could use tiny copper tubing, insert the leads and feed solder into the copper tube.
It would have lower impedance/inductance at high frequency due to the relatively large outer diameter of the tube.
