practice!
Heavy duty wire like this can be hard to heat up. To do corallys I usually either push the wire into the corally (both without solder) then put the iron on the top outside edge of the corally to heat it up - then carefully push the solder into the join..
You can also pre-tin both the corally and wire - heat up the corally like above and carefully push the wire into the top of the corally.
That is with the corally flat on my stone table held in place with the soldering iron - You could get it held in some pliars or something else though.