You've got the basic steps right. As duffy mentioned above, how hot you get the jig when you dip it in the jar is probably the most important thing. Practice on pop tabs, metal washers or screws will give you a chance to play with the paint and not mess up jig heads. You just want the head hot enough to get the powder to stick and then put the jig back in the heat to get it to smooth over. Some colors you may want to dip twice to get complete coverage. One other possibility could be impurities in the metal. I have had heads before that small bumps raise up from the head when you heat it up. That was mostly with lead free mixtures though.