Last time I checked the directions (in a galaxy far, far away) they said the Ultra should not be plugged into the corresponding mating connector while soldered. I'm not sure why but may have to do with the contact springs. If you get hot enough to soften the plastic part, the connector will move. I don't mess with a soldering jig, my left hand holds the solder and left pinky is long enough to hold the connector
One hint that I picked up from new2rc in rcgroups is the use of snap ring pliers to disconnect ultras. All you have to do is drill an appropriately sized hole for your pliers, about 1/16" deep in the side of your connectors. The snap ring pliers can be used to connect also if you so wish. Up until then I used the lazy man's approach, hot glue instead of heat shrink tubing. Yeah, looked awful, but more often than not you ended up with ridges that helped pull those things apart.