Re: installing the code. No, the boards do not need to be connected while doing this. Start by editing the channel start number, if you want it to be other than one as described earlier. Next, without making any further channel changes, load this identical code separately into each of the Arduinos you wish to use.
Re: making connections. Here I have nothing new to offer. (And don't get me going on DuPont connectors) I like the boards you purchased and would go that route. But dressmaker pins? I would probably use standard header pins. Do make sure that all the units share a common ground which should also run to each of the common switch buses. And don't forget to connect Tx from one board to Rx of the next board in the daisy chain to complete the serial connections.Here is another (although expensive) alternative I'd consider if faced with making 61 connections to each of several Arduinos.
https://www.amazon.com/Electronics-Salo ... 33&sr=8-16Re: two 220 ohm resistors with MIDI OUT. I've never had a problem with this configuration when I have used M-Audio or Roland 5-pin DIN to USB converters. The $5 cheap units sometimes work and sometimes don't. I've had some success resurrecting these by redoing the shoddy soldering inside the case.
Re: expression pedal. Had a pin left over and thought this would be a useful feature. If you are not using this feature, make sure that pin 69 is tied high or low. Unconnected, it may float and generate spurious control signals.
Re: Arduino board. I really like the quality of the boards supplied by Elegoo. And I can be assured that it has the (square) Atmel communications chip. Well worth the few extra dollars.
Re: MIDI Boutique (and others) These are excellent alternatives for those who want something tested and tried. But some of us just enjoy the challenge of "rolling our own." And if it saves a few dollars, so much the better.