Ive used hot and cold water on several Strelets figures with no problem (there's one on my avatar), I haven't tried it with Linear A yet but it should be OK.
I Boil a kettle, pour the boiled water into a cup and dip the figure in the just boiled water. I usually leave a section of sprue attached to the figure to use as a handle. For small amounts of movement I only leave the figure in the water just long enough to heat the plastic, less than half a minute I suppose. After bending I just run the figure under the cold tap to set the plastic but if the other guys say ice water works better so be it. If you're ever really worried about using heat and cold, or anything else on plastic, test on a piece of sprue first.
For your purpose I would suggest that you have the elephant handy. Heat the figure in the hot water, bend as necessary, then fit the figure while still warm onto the elephant in the position you want it, cool the figure with the cold water while it's sitting on the elephant and you should have a good fit.