Moisture is always the culprit in this case and it seems that the denser the wood the more of a problem it becomes
I second this. I live in a very dry climate, and get sall kinds of drying checks, but almost never have checks during heat treating........except on black locust and red mulberry heartwood. I don't get a lot of osage, but the one time I tried heating some jatoba and ipe, I got some checks.
Definitely try oil. I started using coconut oil recently and it's the bomb. Also, in lieu of a hotbox, maybe try running over the wood with the heat gun, warming it all over the belly, but not toasting it, and letting it settle a day or two before the actual tempering?