Is there a special way to solder to these LED thermal pads?
The pad is thermally connected to the aluminium plate.  That's a byproduct of the LED cooling scheme.  As a result, it's harder to heat the pad with a soldering iron.  Until the pad is heated sufficiently, the solder will not stick to it.


Heat the pad longer before actually trying to solder to it.
Perhaps, use a larger tip in the soldering iron.  
Putting a drop of solder on the tip increases the contact area and improves heat transfer.
If possible, pre-heat the whole board using a heat gun or a hot plate.  Temperature of the pre-heat should be much lower than melting point of the solder.
Use leaded solder.  It has a lower melting point.