You want to heat soak the whole engine (To the degree that it is possible) with the heat gun. Taking care that you aren't putting too much heat on the surrounding bits (Battery box, for example).

Yes, primarily you are trying to expand the piston sleeve to allow freer movement on startup/break-in, however, the whole engine goes through a break-in to some extent. Not just the piston and sleeve. You want to pre-heat the whole engine as much as possible prior to starting up the engine - especially during break-in period or cold days at the track.

I just finished breaking in my Novarossi PLUS 21-5K via the heat cycle method. I also pre-heat the engine before every start, if the motor is cold or hasn't been started in a while that day. It ultimately reduces wear and tear, same as applying ARO to it and spinning her over a few times at the end of your day does.