Looks like the damper I used; mine was extremely tight on the snout, and I know I used an oven to heat it up. I've slept since then, so I don't remember how hot I got it, so I would definitely recommend that you check with the supplier as to what a safe upper limit is. It's a heavy mass, so if you put it in the oven cold and let it come up to temperature with the oven, it will take a lot longer to thoroughly heat the entire damper than it will to heat the air in the oven (satisfying the "preheat" function).
Definitely make sure the snout is smooth and completely free of burrs, dings and high spots of any kind.
Once you get started (you'll see what I mean...) work quickly, wearing welder's gloves if you have to, and don't stop until it's fully seated. Once the damper cools off, it'll be very hard to get it to budge any further.
As a final note, better make sure your socket fits inside the damper before you get started (mine didn't, but I milled the socket ahead of time).