Points in summary are
1 Tin the wire with a good glob of solder. Brief heat exposure and solder a ball of solder onto the wire which has been stripped of its insulation. Long exposure will allow the solder to wick up the wire and stiffen it to make it more brittle. Brief heat and small gauge solder will work the best.
2 Tin the pins with solder as well. All of them that will be connected to the wire.
3 Heating the wire (greater mass) will melt the solder on the pins and the connection is made quickly, without melting the plastic of the Multiplex plug.
4 Using the plugs mate will keep the pins aligned if the plastic is over heated. Brief heat exposure to the wire minimizes this risk.
5 I use Hysol to cover over the exposed wires and insulation, very much like the power box Deans and Multiplex ends that are molded.
6 Wire larger than 16, such as 14 or 12 gauge can also be used if the wire is well tinned with solder and the compression is brief.
7 The jig i use are two plates of half inch granite slabs that hold pieces quickly and without clamps or widgets.