I've heat treated quite a bit. I definitely think it's better to hold it and heat it. I would clamp the bow when I first started and because your "toasting" one small section at a time I think there is liability that the wood can actually bend in a way you may want if you temper an area longer than another. Guess what I'm trying to say is, if your just tempering to compress belly cells to avoid set, there's no need for a rig, it only complicates it.