It's just a matter of choice, I prefer water that I heat in the mircowave in a paper cup. Some put their figure in an oven on a low temp and others, a hair dryer.
There are times I use my heat gun.
I have used the hot water method for over 15 years and have not noticed a change in the plastic.
I imagine anytime you heat plastic it will let off gasses, and will cause it to become brittle. I think the key is not let it get too hot.
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Too take off a foot, just heat up the foot and pull off the foot, starting with the heel.
Here's the heat gun I used:
Heat the foot up:
Pull the heal off:
Pull the rest of the foot off:
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