Spentprimer,
Please try your proposed method and report back.
In my experience horn that is shaped or pressed after boiling in water wants to go back to it's original shape. Maybe not all the way back to original, but enough to make one curse.
Now, boiling in oil, as mentioned above, is the way to go. Go to your local grocery store or WalMart and buy a big bottle of cooking oil and a confectioner's thermometer, one that goes up to 450 degrees or so. I heat my oil in a metal coffee can on a Coleman stove, OUTSIDE and away from all things I do not wish to burn down. BE CAREFUL. I wear long pants, long sleeves, safety glasses and welders gloves. Have your press or the sizing cone you are going to use near at hand. Also have a large pair of pliers to move the hot oil/coffee can as needed. I clip the thermometer on the side of the can, with the end submerged in the oil. Fire up the stove and watch the temp. When it approaches 350, throttle back on the flame, until the temp is steady at 350. DO NOT heat the oil above 400 degrees. Cooking oil flashpoint is supposed to well over 500 degrees, but I don't want to find out. Dip the horn in the hot oil for 15, 20, 30 seconds, depending on the thickness of the horn. If you see the horn out-gassing bubbles, it's cooking, remove at once. Test how pliable it is. If it's soft, put the horn in your press or insert your sizing cone.
-Ron