We have several outdoor dogs here in the western U.S. On finding ticks, we grab a bottle of mineral oil and some cotton swabs... similar to naomi's trick with the Vaseline. Swab the tick generously with the mineral oil and after the tick dies (or backs out trying to escape) swab the wound with alcohol as a defense against infection...
If you really insist on a heated object then use our neighbors trick of heating a common pin and hold that to the body of the tick... they back right out. Problem is, even with the pin not touching the dog, they sometimes become skittish and hard to hold...