You don't need heat. The pipe will cold bend just fine. Just go slow and don't jerk on it and it shouldn't kink. Clamp the flange in a vice between some wood so you don't mar the finish (if it's chrome) and bend it the way it needs to go to clear the pedals.
Bending the crank can be a little tricky. If the pedal attach point is off by just a little it will feel really awkward when you pedal. Bending the exhaust pipe is easier and not near as critical.
I agree about removing the pipe from the engine. DO NOT try to bend it while it's bolted to the cylinder. You could do some serious damage trying it that way. If you don't have access to a bench vice there are other methods such as bolting the flange to an immovable object. One member here used the step bumper on his pickup truck. Another one used a steel picnic table.
I've found that elongating one of the holes in the exhaust pipe flange works very well. Between that and a little bit of pipe tweaking, you should be set.
Definitely best to avoid bending pedal cranks if you can.