I have usually seen "install" and "remove", and I think those are fine. I'm assuming we're talking about sliding on the little black shorting blocks over two pins spaced .1" apart, right?
I don't like "insert" as much because you're not really putting the shorting block into something as much as on to someting.
I agree with your reviewer in not liking "connect". Presumably these are instructions for non-technical users. You shouldn't assume they know that the little black thingy makes a connection when installed, and that is a irrelevant implementation detail at the user interface level anyway.
Sometimes boards are designed so the same number of jumpers is always present. This can be useful since non-electrical user won't have access to new jumpers when they need to add some. In that case, jumpers are "moved" to one of the allowable positions: Move the jumper at J1 to the A position. Or if you want to make it sound like a Japanese product so people won't even think of calling a support line: Please to move jumper J1 honerable position A onto