If you apply heat to the wire it will expand and shatter the glass. What you must do is to hold the wire near to the glass (but NOT touching the glass!) with a pair of "needle-nose" pliers. This will suck heat away before it reaches the wire in the glass. You can then use a very hot iron to quickly "tin" the end of the wire with solder.

If you need to bend or shorten the reed switch wires (not recommended) you must again grip the wire close to the glass with pliers and bend or cut the wire furthest from the glass. The pliers will prevent any strain on the glass.

Once it's prepared, the reed switch can be glued in place using hot-melt adhesive or similar. If you use Evo-Stick DO NOT let it touch any connections because it corrodes metal.