I've never been burned in the face by solder, the few times on hands and once on a leg was more than enough for me.
When being burned, keep in mind that flailing will only make it worse, just like when playing pinball. The knee jerk reaction would be to jerk away, but when you have an iron in your hands you may want to rethink that decision, and quickly.
That said, I've never had a pinball related soldering injury. I was working on circuit boards 3rd shift previously and had never soldered before. Thanks to youtube for giving me that training!
The clips are a good tip, I never had those at that workplace, so it was just the magnifying lens, the board, and my bare hands.