the oven method works much better than a heat gun. depending on the thickness of the material set the oven to 350 degrees and check every 2 minutes or so for how soft it is. i've been working with clear acrylic rod to make custom angel eyes and other custom lighting and i use about 6 minutes in the oven for that stuff, so i'd guess a thin sheet of lexan would be about the same time if not less. a heat gun is too uneven with the heating and you'll end up either bubbling it from too much heat or cracking from not enough in some areas when bending.
good luck with it, DIY stuff is the best
