Each pro micro has the option to include a pair of low profile Mill-Max sockets. The lower profile allows the pro micro to sit closer to the pcb, sandwiching the fragile micro usb connection between the micro controller and circuit board. Applying a small amount of hot glue to the USB connector will help to strengthen it as well.
The optional Mill-Max Ultra Low Profile sockets work best with diode legs. A step by step guide for socketing a Pro Micro can be found here.