I recently picked up a vermil thumb ring from 3Rivers.  The first one was too big, sent it back.  After a long, protracted debate with the post office, they finally delivered the replacement, which is a bit too small.  I'm now about $35 into this darned thing, net of shipping and don't want to spend the cash to send it back (our local post office is a farcical entity so I ship out UPS or Fedex, which is more expensive but more reliable).  It doesn't need much -- just some sanding or a little heat to expand it a tad.  Has anybody used a heat gun on these things?  What would be the best way to open it up a bit?

Probably careful sanding would be the best.