The key thing with any lead jig I find is to GENTLY pull to set the hook. If you yard it hard and drop your rod tip to set it again, the big weight will bounce it out of his mouth. When I am fishing halibut, my guests and I leave the rods in the holders and reel FAST for the first three waves, this improves our closing average SEVERAL times. Now, when working a jig, you probably dont' have the rod in a holder, so rest it on the side of the boat when you feet a sniff, and crank as HARD as you can for 3 waves, keeping the rod stationary, then do what you want with it. My guests who hold the rod don't boat NEARLY the same amount of fish as the guys who keep it in the holder for the beginning of the fight, I see all kinds of funky dance moves as people try to set the hook and get comforable with a big hali reel handle sticking out from the side of the rod. Better yet, get yourself a Striker rod holder, this will hold the typical hali reel upright with the handle on the right. One hand on the reel, one hand on the crank, and up come the butts.
My $0.02
