Tricky business it is...
I held mine over a stove (larger heat source), at the edge of a jet.
With pliers on both ends I slowly twisted in opposite directions (say
from 10 o'clock to 2 o'clock) once the plastic became pliable enough.
I had to move the sprue around the heat source constantly as some spots would start to get thin compared to other areas.
It took a few pieces and a few tries but the technique finally worked and I ended up with my spagetti thin sprue.