I have done many headlights in my life time, matter of fact last week I did my friends 2002 Audi A6 xenon headlights. And a month before I did some guys A4 (One of his headlights ended up foging up later, first one ever out of like the 20 I have did)
What I have found is that if you put the headlights in a pre-heated (for five min) oven at 150 for 15min you just need to give it one good pry on the edge and remove it with your hands, do what you have to do within 5min (trust me that is enough time to pop an amber reflector out) and put the lens back on pop it back in the pre-heated oven for 7-10min, remove it, push down and hold down next to a fan or A/C unit till the headlight cools down, make sure everything is pushed and held in all the way before you start cooling it, if you have a friend, use him/her, double check the prying area to make sure it is sealed (if not, use some sealer to seal it) and your finished. WHEN YOU PUT IT IN THE OVEN, MAKE SURE ALL PLASTIC/RUBBER THAT ARE NOT HARD REMOVED (the ones that are stretchy.) Make sure you leave all lights/covers in place so the headlight stays sealed as it is in the oven.
Remember at 150 nothing could really happen to your headlights, with your engine above 300, and a hot summer day at 100+ your headlights look great!
I do not suggest a heat-gun because I have seen many people burn, fog up, and mess up their headlights with the head-gun.
Remember, always use PROTECTION, and do this at your own risk! Do not be like my hold friend and remove the headlight with his hands (no protection)