Geo Hahn said:
I just run a length of bare wire out the end of the bullet and solder there. After I trim the excess wire and dress the tip with a file.
That's what I do too.
What worries me about the method given in the Advance Auto Wire directions is that it seems to assume that the wire is too large to fit through the small diameter bore of the bullet. That means you are basically making a butt joint between the wire and bullet, which is not a good idea, IMO. You want the copper part of the wire to fit snugly in the hole, but go all the way through it, for maximum strength.
I might try the butane pencil, but I've been doing them for years with my antique Weller soldering gun. Generally, I clamp the wire in the bench vice so the bullet is touching the jaws, which helps prevent damage to the insulation (the vice jaws act like a heat sink) as long as I make the joint quickly. And to make the joint quickly, I get the gun hot first (touch a little solder to it) and then press it against the tip of the bullet so it's in contact with both bullet and wire. Only takes about a second, so get off quickly, and it won't melt the wire.
If it does, cover the evidence with a bit of heat shrink.