I may not be understanding your description Phil, but if I am, what you want to do is tin the connector - heat it with the iron, and touch the solder to it until it flows into the depression. Then tin th stripped end of the wire. Now touch the connector with the iron to make it hot, touch the tinned wire to where you want it, and the two should flow together, with the wire in the depression, encapsulated in solder. Remove heat, slide on the heat shrink.
Paul
Any tips for soldering wires onto the milspec connector for the TruTrak? The leads on the back are sort of crescent-shaped, so I'm thining just lay the stripped wire in this so the wire is cradled in there, and apply solder. Heat shring maybe to finish it...