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Agree on soldering either to a thicker piece of wire or directly to a washer or a spade connector.A more complicated option: cut a piece of one-sided PC board about 1" wide and however long your need. Cut several "slots" across the copper at 1/4" intervals, creating separate "pads" that are 1/4" x 1". Screw the board to the underside of the layout near the terminal block you will be using. Solder the 40-ga. to one end of a pad, and a thicker wire to the other end, and use the thicker wire for the terminal strip.Why do it this way? Very thin solid wire will break pretty easily. Using the PC board as an intermediate step means that you will never be flexing the 40-ga. stuff - only the thicker wire will be flexed when screwed to the terminal block (and unscrewed for troubleshooting purposes). If you solder the 40-ga. wire directly to a spade lug or a washer, you run a much higher risk that the joint will break as you flex the wire to install the washer or lug in the terminal block.John C.
Soldering them to brass washers should work fine.