The best way is to do it with a pi-topPROTO board (not plus). It has the male connector, and some area for soldering.
I haven't tried to use the SenseHat.
I think the female connector of the proto+ makes sense for inexperienced students working with the breadboard, because it reduces the chance of accidentally producing a short. I have a few original proto boards for more serious tinkering. I bought them at my local Raspberry Pi store in Switzerland. I don't know whether pi-top intends to keep offering them.
I used the Sense-Hat, works fine with the PI-TOP PROTO board. (Pi-Top V2).
Looking at https://www.raspberrypi.org/products/sense-hat/ I see a female connector
That should match up with the male pins on the pi-top proto
Do your parts look different?