I am just starting to get into painting jig heads, but I used a candle to paint a few dozen before switching to a heat gun. Yes, it is loud but the temperature is more consistent and there are no open flames, soot or flammable fuel to worry about. Once you turn it off, it's off. Plus you can use a heat gun for other jobs, such as stripping paint and removing wallpaper.

Harbor Freight sells heat a heat gun for $20, but they often run coupons on the gun for $9. If you don't want to wait, you can buy the coupons on ebay for about a buck.