Regarding your case - probably best to post a pic if you can?
I have not used heat for the idler bearings, only first motion bearing race, but I guess that could work.
A puller is best, home made like the one you describe, or the even better very rare special BL tool made by V.L. churchill in the 60s if you can get your hands on one.
The other method if you have a steady hand, are feeling brave and replacing the bearings anyway (which is reccomended) is to very carefully cut it out with a tool like the dremel, taking care not to cut into the transfer case itsfelf. This is a last resort though. The bearing case is fairly soft and bendable so you can 'help' it out with pliers, small drifts etc.
If you are doing the one on the gear box side, remember to remove the circlip first if there is one..!!
I forgot to do this once using a puller, not seeing the circlip. I forced the bearing through the circlip making a right mess, nearly wrecking my gearbox case in the process.