two options: put a little clip-on heatsink on the part (they look like little binder clips and can be found at any electronics store. heck, you can use little binder clips). other option: heat joint, feed, let joint cool a bit, heat joint, feed, let joint cool a bit, and so on.
remember that big joints sink more heat, and that solder often wets as it cools, so it's actually preferable to add small amounts of solder at a time to any joint.