You are correct about just needing an adapter for using the scope probe.
The 10x setting could be useful too, in that case the input capacitance of the probe would be only about 10pF - 20pF.
Do look up the data sheet of your probe!
The 10x setting with the smaller input capacitance might make a difference, depending on the circuit measured.
The sensitivity would be about 0.5x instead of 0.1x, actually 10 / 19 = 0.526, a 10x probe has a 9 MOhm resistor in series.
Here is some more info on oscilloscope probes:
https://www.electronics-notes.com/articles/test-methods/oscilloscope/scope-probes.phpThere would be no need to touch the compensation, it would not make much difference because of the limited bandwidth of the VTVM compared to a scope.
Regards, Peter