I hang my lead heads by the hook on the oven rack and turn on the heat. When the oven has preheated I take a pair of pliers or oven mitt pull out one head and dip it then hang back in the oven. I can do about 4 before the opening of the oven door cools the heads. I then wait a couple minutes and do a few more. When I'm finished I usually just shut off the oven and let the heads cool completely.
Works great for me.