How about test tube tongs?Yeah, it depends how easily your captive cap 'unscrews' from the tip. Mine isn't smooth enough to do this by magnet alone, it needs to be clasped by the the Reload and held while rotating the tip/body.
At the moment I'm using a wooden sprung clothes peg as a clasp when removing the hot cap. I'll try with the Reload again but I can't get the knack to do it smoothly. I am also finding the FMJ does slide around a bit even after it has 'clicked' into place.
Sometimes I find things fiddly at first so it might become a slicker operation, but removing and replacing a hot FMJ cap feels awkward for the time being. Still experimenting with heating variables.