I use very pointy tweezers with a bent end. I find its best to get one end in, then just use the points of the tweezers to compress the spring and work the other end in. Put a finger over it as you're doing this to minimize the risk of sending it flying. Just grab 1 coil. Trying to compress the spring in something and then insert it is a recipe for launching it into the great unknown.
Work on a large uncluttered surface. If it goes flying, it usually doesnt go too far when its not compressed.