I was also in the Air Force as a radar Tech and was taught nearly the same. However, after completing 4 years of electrical engineering and working in the aircraft/spacecraft industry for some 20+years and in reliability studies, have found that is not at all necessary, in fact not recommended to make a mechanical joint first. Nothing wrong if you want to do it that way, just wasted effort and contributes nothing to reliability over a proper solder joint. Of course, for ultimate reliability you would always prefer crimp connections to soldered ones. I have had many items I designed/built flying in the Mercury and Gemini project with no know failures. Also lots of Cruise Missile test equipment.
ORIGINAL: 108buzz
This is one method I was taught in the Air Force. You want to pre-tin the wires, then with a small neddle nose plier bend the pre tined wires (Both) into a small hook. Then install your heat srink and hook the two wires together, solder, and heat srink. It is easier and addes strength.