Heating and Bending Figures

If the hand is holding an object like a gun you can cut the plastic fingers off and then replace it with ones made from putty. (Not individualy but as a whole with the fingers scuplted with a blade). This allows the hand to look as if it is holding something with some weight as it will be closer and more snug. There is a great example in Lynn Kessler's book How to Build Armour Dioramas. It's not as hard as it sounds and it looks convincing when it is done.

Is that how people create differnt poses for the figures or just buy new figs?

To close hands down on a weapon, I gently bend it into shape, or heat it in hot water and then bend.

To create different poses, you can mix and match body parts from different figures. Swap out a head, an arm or a leg to get the pose you want. This works best with figures like Dragon that are segmented into torso, head, two legs and two arms.

For more advanced figure manipulation, you can cut arms and legs at the joints and put a piece of wire in the joint. Bend to the desired position and fill the joint with putty and resculpt any lost details.