Now I know I'm definitely not the first person to brick one of these, and I won't be the last.
But after receiving my CA-42 cable, I may have developed a slight god-complex...
The router seems unbreakable now.

Before, I had the cable going through the vent on the side of the router. This was fine for my purposes, but recently I've needed the cable elsewhere, and opening up the case every time didn't make sense. So I modified it so that it:
-Was easy to access without opening and closing the case
-Was neat
-Sturdy & reliable
-Didn't stick out like a sore thumb

One of the main advantages is that in my 3-pin connector, I put GND in the middle.
This helps avoid the ever-so-common error of getting TX and RX swapped around. I'm going to make an adapter cable which will switch it to the conventional TX,RX,GND.
However, the adapter can also be plugged into the cable the other way around, providing RX,TX,GND (Depending on the application)

Main pain in the arse was the fact that this cable doesn't stick to solder. Would suggest using stranded cable if anyone tries this.

Holes marked with a divider (from a maths set)
Poked it really hard, then hand drilled in the grooves.

Cable connected to router. These pins stick out the back. Couldn't decide whether to make this side male or female, but eventually decided on male.
It'll make things easier if I use the CA-42 cable elsewhere.

Connected to the board. Left the header pins there from the previous installation. As you can see, my GND pin is in a slightly sorry state, so I used TP_GND instead.
The other ground connection is still good, but it's blocked up with solder that I couldn't get out. Was easier to start again.

Heat-shrunk connector pins, attached to the back of the router.

Pins as seen from the outside. Had to shift the black plastic to make the pins long enough to get through the plastic and still be long enough on the other side.
This is all you see when the cable is disconnected.

My CA-42 cable with connector. As you can see, I don't know which is which, but I don't need to
Will however mark either side of the connector with arrows in the direction of data flow. Easier to make sense of logically, for me anyway.

Side of connector. Heat-shrunk.

Cable layout within the board. Tried to make it a little bit neat, but it is what it is.

Cable connected to router.

Tested and working well

Comments welcome.

I have since applied exactly the same modification to my TP-Link MR3020.

The 10K pull-up resistor is soldered to the board, since I'm using a PL2303 (CA-42) based cable.
Also just for compatibility purposes, and to be safe.

I used stranded wire this time and struggled just as much since the solder wouldn't stick to the board
Probably to do with the solder temp...

Super-glued the header to the case to ensure the pins don't escape back into the case.
Will upload pics of the 3020 if this thread gains any interest.

I would recommend to use an asymmetrical connection. Easiest way would be to use a 4 pin sip - instead of the 3 pin version you used - and cut out one of the middle pins on the male side. On the female side, you fill the corresponding hole with glue. This way, you will always get the right direction in the first place.

Good point... If I were to do this again, I'd probably go the 4 pin route.
I actually cut the 3 pin sip from a row of 20. Need to sacrifice a pin and sand it down every time you cut one off

Is there a standard order for these things? (Are they always TX,RX,GND?)
If there is, then there's little reason to use a 3 pin connector. Aside from saving space.
I don't think you can kill anything by swapping RX and TX around, can you?

At the moment, the orientation on both my routers is the same, so I've made the top of the connector white so I always connect it the right way.

An adapter would allow me to switch between TxRxGND and RxTxGND by just flipping the connector on the serial cable side.
Alternatively, I could just use jumper cables and put the connections anywhere I want. This would apply to 4 pin as well.
I'll use 4 pin on my next project