If you talking about having the soldering iron or woodburning tool ON and giving this a try... I'd STRONGLY advise against that. Chances are high you'll burn the thin plastic (possibly right through it) and put your model (and yourself) at risk of harm.
The technique I propose is very easy, and not a lot of pressure is required... it's not hard on the hands at all. The liquid cement (which is fairly cheap) softens the plastic to prevent cracking it when you press the tool into it.
Just my thoughts...