I have have always spliced my BEC leads to a bit back on the ESC leads from the main power connector.
I just cut a window of the insulator away, separate the wire weave a bit, then heat it up and tin it, tin the BEC lead ends, then solder them into the windows.
I usually do this before soldering on the main connectors. I also use a fairly substantial section of heat shrink as it provides the strain relief for the solder joint, which is more vulnerable than a normal solder connection IMO. I sometimes will use a smaller section right at the solder joint and then wrap that in a larger section to provide the strain relief.
