The heat gun that I use has 3 heat settings. On it's highest setting it will burn wood easily.
For this application, I would suggest using the heat gun on it's lowest setting. Although it will take longer, you want to just soften the PVC not melt it.
Also, as the tutorial says...leave the PVC on the former while it returns to room temperature.
PVC, like vinyl seems to have a "memory" and will try to return to it's original shape if removed from the former too soon.