a piece of paper should work, although it shouldn't be a problem if your 'heat gun' doesn't shoot flames
with a number of wires close together you might even be able to shrink the covers all at the same time if you can keep a number of pieces properly positioned long enough, they won't 'melt' together
but the proper way to make up a connection like that is to stagger the wire lengths so no joints are in exactly the same place - or find a connector with the right number of pins and solder the wires into male and female plugs
Bill
