Most of them also state something like "keep insulation and combustables a minimum of *** from the fixture". That is what you need to abide by. With some, you can build a big box around it, and put insulation over it...you need some minimum amount of air to disipate the heat. The alternative (and probably better solution) is to get one that is both air tight rated (AT) and insulation contact capable (IC) (you can get one without the other, but more common is probably both ratings together). Then, it won't leak air from your house into the ceiling and will still work while insulated, keeping your heat inside.
You can solder with a 15-watt soldering iron (not very big things though!)...it will get hot enough to melt metal, and ignite common building materials.