Thanks for all the replies!
What I ended up doing was bending a little hook on the very end of one lead and tinning that. Then I put a spot of flux on the other lead, and held them together against the solder-loaded iron-tip. That worked really well.
The solder I have is tin93%+copper7%-FluxCore which is good I guess because it has no lead in it, but it won't re-flow easily without the flux.
I am going to have a look at some of the ideas because I only did one 5x5 'layer' so far and it ended up being a bit so-so in the allignment as it was ultimately hand-held. To look spick, I want to get them acurately placed within a milimetre.