there are numerous ways to connect your i2c modules together.
quite simply you need to make a connection between the SDA, SCL, and GND pins. make sure they match.
originally we were using 2x3 headers on 6 conductor ribbon cable:
you can of course put multiple headers (as many as you want) on the same cable.
this is not difficult. cut the ribbon. use some pliers. there’s a satisfying click when the headers lock.
recently links for these popped up, and they will work well. particularly if you heat-shrink the bundle of three connectors.
if you have further solutions, please post them here.