If the flame is so close to you that you are singeing hairs, then it's too close to the plastic as well. It's more of a "brushing with heat" than anything else - I have a little butane powered soldering iron/blowtorch (like a thick pencil in size) that I use.
I have to admit I'm a bit nervous instead of looking forward to getting my O-Yoroi :S I know wyrd (malifaux people) can do small injection moulded sprues for things ranging from yudbot sized to tag sized. I guess it's a different type of sculpting/design skills which could be a barrier. People paying metal prices for an *inferior* product doesn't sit well :S
If you wanted to learn the technique, do it the same way you would learn many other techniques - use a scrap piece of the material (the Marut had a couple of sprue bits like this, with other parts attached to it).
