Definately need to mold then rivet. You might also try to heat the kydex for longer. (Don't turn the heat up, just leave it in another 2 minutes.)
If you are using sleeping mat foam, use 2-3 layers of it top and bottom. In fact, consider cutting a piece to sit in front of the trigger and under the dust cover and placing that on top of your the first layer on top of the gun.
I would also suggest that the cinderblocks set on top isn't a bad idea, but more important is getting a lot of pressure quickly.
I would suggest taking 2 peices of foam, and gluing them together. Then take two more pieces, plus the smaller piece for the area in front of the trigger, and sandwich the smaller piece between the other two, all glued together. Glue this to a board. Then put your Kydex/gun sandwich between these two peices of foam, and sit/lie on it for 5 minutes. Then if you need to, throw the cinder blocks on top.
I'm not very good at explaining. Let me know if I need to use MS Paint.