Hot glue is good for strain relief. 30 gauge wire on tiny pads is going to be extremely fragile. Shifting the mechanical stress to the glue will make all of this more durable.
I prefer the UV hardening glue. Hot glue is a bit too messy for my taste, the glue gun takes too much space on my already full desk, and you need to wait for the thing to warm up.
Ah, but you can peel it off. However, I agree that it's messy. Do take precautions when working with UV. It's both an eye and skin hazard.
The trick is to ditch the glue gun - cut off a piece of glue stick, place it where you need it and hit it with the hot-air