This sounds like a "contact" problem where the tip installs in the gun. I would remove the tip and burnish the connections with some very very light sand paper or steel wool (an emery board is a nice 'tool' to add to your tool box). You'll also need to clean the gun connections themselves. Also make sure the connectors are tight, but be careful not to overtighten them or you'll break them. Good connections = good heat transfer. Good Luck.
James