Do not shoot any rounds through it to heat the barrel. You will likely just damage the choke or the barrel more.
The easiest way I have found to remove a stuck choke tube (other than taking it to a gunsmith) is to place the barrel in a vise (pad the vice to protect the barrel finish). Soak the end of the barrel and choke in a creeping oil (I prefer Kroil) for an hour or longer. Then use a heat gun to warm the barrel. Then get a set of large channel locks and twist out the choke tube (pad the channel locks to protect the finish of the choke if you still care about it).
It really does not matter if you get the barrel pretty warm as long as it is not glowing red. Think about how many trap/clay/skeet shooters take their guns out and run hundreds sometimes a thousand shots through them in a couple of hours. Sometimes the barrels are so hot you cannot touch them without being burned, yet they continue to function week in and week out.
Good luck.