They showed that on knitty gritty I think last Monday she removed the ends from the needles though while she baked them and then when they came out of the oven she placed them back on the needles...
They did a wonderful job on them here it is from knitty gritty:
Knit Bit: Vickie shows how to sculpt custom needle head out of polymer clay to individualize needles for fun (and so they can be identified in a group).
1. Shape clay around the head of a needle.
2. Slip the shaped clay off and place on a baking sheet.
3. Bake according to manufacturer's instructions.
4. Allow the clay to cool slightly and slip back on the head. If it's too loose, adhere with glue.