I bent some polycarbonate recently for a non-arcade project.
1st, I took a piece of sheet metal & bent it to the shape I wanted to make a tool.
Then, I removed the protective backing sheets only from the area where I wanted to bend the plastic. If your plastic doesn't have its protective backing sheets from the factory, then slap on some masking tape to insulate the parts you don't want to bend.
I used a cheap heat gun (from American Science & Surplus, I think), heated the plastic a while, then manually bent it (wearing leather gloves to protect my fingertips). I removed the heat & held the plastic in place till it cooled.
That's about it. It took a few tries to get the results I wanted. You might want to overbend your tool a little, as there will be some spring-back of the plastic.
Thanks,
-Jason