You're on the right track with the oven over the heat gun. How thick is your acrylic? You'll have to heat it more than a minute or two, maybe 10-20 depending on thickness. Set oven to 400-500 and keep an eye on it. When I do it I make up a frame to hold the acrylic, the frame needs to be metal. Some thin aluminum strips at Homedepot and some zip screws are all you really need. Make two squares and sandwich the acrylic in the middle. Then secure the top frame to be bottom frame with metal binder clamps. Put two supports on the oven shelf to the left and right side and set the frame on the supports. Keep an eye on the acrylic through the window. It will start to sag as it heats up. Have a form ready that is the shape you want the acrylic in. I've had success using wood, and making details out of plaster, clay, epoxy, etc. When the acrylic looks soft pick up the frame with hot gloves (the acrylic may jiggle like jello) and take the frame out of the oven. The acrylic will start to cool and harden immediately, so time is crucial at this point, but don't rush so fast you make a mistake- you have a few seconds. Just plan your moves ahead of time. Push the frame down on your form and wait for it to cool and harden. Sometimes I like to have a heat gun handy in case I need to heat and massage any of the acrylic for complex shapes but for a basic curve you probably won't need it. You can quickly unclamps the binder clamps and push the edges of the warm acrylic down around the form. Or wait till it cools completely and cut off the parts you don't want.
