Is there any connector for SMD components

I understand your inconvenience but SMD components are made to be soldered. I use for that kind of job a desolder tweezer like this one https://www.weller-tools.com/professional/EUR/en/Professional/Soldering+technology/Soldering+irons/Desoldering+tweezers/WTA+50++ and it is quite easy to swap SMD devices

You can use SMD fuse socketsSMD fuse socket, adapter PCB or anisotropic test socket . Take into account that there will be higher parasitic inductance for such solutions