Is it possible to damage a vacuum tube or gas-filled tube while soldering to it (thermal shock?), and if so, are there any special precautions that should be taken while soldering tubes to avoid damage?
Thermal Paste and a slow heating process with a reflow gun would probably work well. The various glass parts should heat up slowly compared to a soldering iron, and the temperatures can be kept lower. I would suggest soldering either extension wires or some other heat resistant thing, so that the salvaged parts are easier to work with during prototyping.