I have a Compro with the leads soldered on and was looking at it. The problem is that the area you would need to solder to is VERY close to the joints that are holding the connectors in place on the esc.

I don't know how MGM does it, but perhaps the most prudent way to go about it would be to just solder wire into the connectors, rather than on the outside of them. That way, you will at least have the length of wire acting as a heatsink and you'd be able to solder at the top of the connectors, completely opposite from the end that is soldered to the esc. I'd start with really long lengths of wire so that you'll have more sink to wick the heat away. If at all possible, I'd also clamp a heatsink to the bottom of the connector while soldering.

I'd also use a soldering station with a tip that can move lots of heat quickly. Perhaps a 5mm chisel tip at about 700*F.