Even if you heated them in the oven they cool pretty quick, and with a heat gun they only get heated for 8-10 seconds. With all the threads on this board showing racks you should be able to make a cheap rack.

When I do my powder painting I'm doing 100's of jigs, I heat my jigs up in the oven and even then they don't stay that hot for that long.

Besides if you messed up heating the jig head and it still had loose powder on it dumping it in water would ruin the powder.

Fatman