A high intensity heat gun should work, but you really need to keep it close and moving it around. This spreads the heat spot over a larger area and makes it easier to bend. At first I thought it wasn't working either...but I found out that the longer I waited and more area I covered, the easier it was. You should be using .122" or 3MM sintra 
Also, if you are making parts that require detailed shaping...I'd not use an ice bath afterwards. This way the sintra slowly cools and gives you time to work out any kinks...so-to-speak.
Pm me if you need any more info.