Hey, we've all been there!
when you come to do it again, lay a slab of blu tack folded in half on your bench and stick the header upside down to its side (so not inside the slab, just pressed against it to keep it in place).
Then press the zero gently on top of the blu tack in place, levelled at right angle with the header.
Just solder the 4 corner pins then check all is fine before you do the remaining 36.
Also, as noted earlier don't run your iron too hot, hopefully you can control the temperature? It should be just hot enough to melt the solder adequately, no more.
... hope this helps!