The heat gun I use is adjustable for temperature, so not really an issue once you figure out the coolest temperature that will still render the kydex/plastic moldable. I've marked settings for shrink tubing and kydex on the temperature adjustment dial, so it's a simple deal. Porter Cable PC1500HG 1500 Watt Heat Gun around $30. I also use the nozzle attachment kit, which allows me to focus the heat in small areas, so that I do not unintentionally undo previously shaped areas.
That is a really good idea, especially the nozzle. Thanks for the pointer! I should probably get a better heat gun, but it would be worth it to be able to "fix" the primary molding out of the oven, especially when it comes to that final "fit" part.