Cut it off. Heating can help, but will burn your crown dip if you are not very careful. You must be careful when cutting the nock off as well to prevent damaging the shaft taper.
Many nock materials are damaged by sunlight(UV?). They become very brittle when left in the sun for extended periods. The mercury nocks I prefer are one of the brands that can't handle sunlight, along with many of the 'harder' nocks. The old speed nocks are softer and don't seem to be as effected. I have used some of the newer nock brands and find that some are more light sensitive than others and it seems that the softer (more flexible)the nock, the less sunlight sensitive they are.