A heat gun usually melts paint and stuff, they get VERY hot. If you use one, test it on some no-name shoes first or some other thing with material and / or rubber. You can get hair dryers for very low price, and they are much safer for the Mags. They still get hot, but not hot enough to ruin things. Might take longer to remove the sole though.
Don't know about embossers, never used them.
If you have a "box fan" heater, that worked for me to do the toe slim on mine years ago. I wet the toes and put them in front of the box fan heater and carefully pressed the toeboxes down. Still good up to now. It also worked for removing the yellow soles. sit the shoe in front of the box fan heater (sideways, so the grip is facing the fan) and leave it there for a while. Then get a paddle pop stick or something with a flat edge and pry up the yellow sole from the grey midsole. It gets easier when there's enough free for you to grip with your fingers, but because of the heat burning my fingers, next time I do this I'll be wearing leather gloves.