Use two pairs of pliers. Hold the jig by the hook with the first set to heat it. Once the lead is hot enough, grab the jig by the eye with the second set and dip. You have to be quick on small jigs since they cool so fast.

If you get paint that closes up the hook eye after baking, heat a bodkin or piece of thin wire over your heat source and run it through the eye. It will melt the paint and clear the eye.