You don't have to create client and disconnect after each operation. Simply create client once and use it for all yours operations:
client.setHost("localhost");
client.setPort(6380);
jedis.set(...);
jedis.set(...);
jedis.set(...);
......
jedis.set(...);
client.disconnect();
the same approach can be used to get part - it can be even the same client used in set part.
Common usage pattern is to create client (or pool of clients) at the startup and use it till application shutdown.
Best regards,
Ragnor