Never tried the heat gun, but i've always used warm soapy water in a spray bottle. Spray it on an edge and work it up with a razor blade. Then once you get it started, you just spray and peel. This might take a little more time than the heat gun, but, if you don't have a heat gun it's an alternative.
After the film is off you soap it up liberally and scrape off the excess glue with the razor.