The secret to using a heat gun is to never let it point to the same place, always keep it moving. Holding it steady on one place is what scorches the horn.
Horn gets very pliable at somewhere between 325 and 350 degrees F. The heat gun or hot oil can get it there easily. Not so much with boiling water which only gets to 212 degrees.
Long ago and in a galaxy far away, I used boiling water to soften the horn. But, I was not always pleased with the results. Then I bought a hot air gun and life got immensely better. I also did not like steaming up my small workshop on a daily basis.
My preference is the heat gun. I have tried hot oil a time or two and although I got good results, I really did not care much for the process. Nor did I like the odor of French Fried Horn. But, each to his own.
I always used birch (think round toothpicks) when I used wooden pins to secure the base plug. By belt sanding the ends with a fine belt, that gave me that black appearance you achieved with the ebony pins. Nice job but a lot of work there.
Anyway, so much for those opinions. YMMV, as they say.
John (Bigsmoke)