We discuss techniques for performing continuous measurements across a wide range of pressure-field-temperature phase space, combining the milli-Kelvin temperatures of a helium dilution refrigerator with the giga-Pascal pressures of a diamond anvil cell and the Tesla magnetic fields of a superconducting magnet. With a view towards minimizing remnant magnetic fields and background magnetic susceptibility, we characterize high-strength superalloy materials for the pressure cell assembly, which allows high fidelity measurements of low-field phenomena such as superconductivity below 100 mK at pressures above 10 GPa. In situ tunability and measurement of the pressure permit experiments over a wide range of pressure, while at the same time making possible precise steps across abrupt phase transitions such as those from insulator to metal.