Whether it's worth it depends on the gauge... for around 17g or less I just twist the wires up with some paste flux to act as "hair gel" to keep it all together, then I use a soldering iron with a large chisel tip to tin the ends. With larger gauges of litz wire, 14g+, I secure the wire using another fine strand of wire wrapped around the bundle of litz wires in a couple places in an attempt to get the wires as close together as possible, then I dip the ends in liquid flux, then a small solder pot. I use an American Beauty mini pot. The burned enamel will float to the top and/or stick to the sides where it can be removed, and the solder pot can be used many times before it needs to be emptied and the burned enamel removed from the sides of the pot.
The biggest thing is to use proper ventilation though, this is MUCH worse than just solder fumes! I use Johnson IA423 (non-leaded) solder at the highest temp setting. Also, make sure you get solder without flux or solder bars to fill the pot, you do not want to use flux core solder to fill the solder pot.
Good luck!