I use a damp cloth, a hot iron, and EXTREME CARE
You really have to get the moisture INTO the wood before it'll turn to steam and expand the crushed fibers. If there's a heavy finish on the stock, you may never get the moisture TO the wood, much less into it, in which case you're either going to have to remove the finish or live with the dents.
If you just lay a damp cloth on finished wood and then apply a hot iron, you'll probably not do much harm, but I doubt that you'll do any good either.
Do be careful as some/many/most finishes will melt under an iron hot enough to turn water to steam. This process really is best done in unfinished wood, so if you're going to refinish the stock any way, have at it.
Water boils at 212ºF, wood burns at a much higher temperature, so while it's possible to scorch the wood with an iron, you will probably have to work at it.
A soldering iron is also entirely suitable for spot dents, but will burn wood in a heart beat. I would not use an iron without a temperature control or variac so I could lower the voltage going to it. You CAN use a soldering gun if you're careful not to press the trigger too long at a time.
As in many things around here, trigger control is almost everything <G>
As far as I'm concerned, dents are part of the gun's history and I don't worry about them.
All the best,
Rob