How to solder a 70 °C (158 °F) thermal / temperature fuse

This was a problem with transistors in the early days and standard advice was to use a pliers as a heat shunt close to the body of the component.

Figure 1. Protecting a capacitor from overheating when using a big ignorant soldering gun. Image source: Mother Earth News.

Oddly enough, the image above was the only one I could find in an image search. The technique may be getting lost. A long nosed pliers with a rubber band on the handles may suffice and the rubber band will hold it in place freeing up one hand.

I think those thermal fuses are normally connected using crimp terminals, rather than by soldering.

Even with the heatsinks the other answers mention, it would be much too easy to damage the device while soldering wires to it.

You can use a heat shunt - really just a pair of pliers on the lead, and keep the soldered joint as far away from the body as practical, but ideally use crimp joints, soldering these things is always tricky.