Ideas for short interconnects.

If it's a permanent connection, why not just open the box and connect the wires internally in the shortest path possible?
Otherwise, for very short distances with grounded external barrels (of the jacks) there is no major difference between jumpers.
Insulated barrels are a different matter and you'll do well with a short twisted pair soldered to decent connectors. I offer these and I'm sure many other manufacturers do too.