Ordinarily I'll touch the super glue or SHHN to the thread before whip finishing. Depending on the type and size of the fly I'll also use a bodkin to touch a drop to the head and let it soak in. I'm also a big dubbing wax user and during the "construction" process I'll touch the dubbing wax to the eye of the hook filling the eye with wax. Helps keep out unwanted glue or lacquer and the wax is very easy to remove.
I'm using Zap / Wapsi "Z-ment" and haven't had any premature hardening issues.