I tried a hot sock and took it off. The sock provided too much insulation between the iron and the covering, making a difficult job harder. Now I just use the uncovered iron. If I have a large surface, I just seal the edges with the iron, then use the heat gun to shrink, and a soft cloth to press it down and fully adhere the covering once its shrunk.

My understanding is the sock is really designed to prevent you from scratching the covering with the iron when you move it around. I've found that I prefer to NOT move the iron by sliding it. This just encourages wrinkles. So if I don't slide the iron, I don't have to worry about scratching the covering, so no sock. Quicker heat transfer, better adhesion.

Brad