Stripping fine wire (36 awg and above)

Anyone have any success stripping very fine wire with a relatively economic tool?

I was thinking about picking up one of these:

Have you tried fire?

Sorry I should have specified they are duplex-insulated type T thermocouples. I have tried using a soldering iron to little success. I will try the exacto knife today. I have a good bit of these to strip (I am still finalizing my design before I post it here for feedback), so thought it would be worth it to buy a specialty tool.