Soldering is about having the right temperature, pre-tinning all the components, and working fast.
If it doesn't work the first time, let the work cool right down before trying again - much less heat
damage that way. LEDs are more heat sensitive than most components because they are made
from a low-melting point plastic without glass-dust filler (most electronic components that look
plastic are glass-filled epoxy, which keeps it shape when heated close to the melting point).
Cool the component immediately after soldering and you 1/2 the heat transfer.