I use an alcohol burner. Heat the insert hot enough so the hot melt adhesive will melt and spread when you touch it to the insert. Then before it completely cools off, place the broadhead on the end of the insert. Then heat the broadhead so it remelts the glue and finish sliding it on by pushing the head against a solid object like your work bench. Spin it on the hard surface to make sure it's centered. If not it will wobble. Turn the broadhead on the insert with a pair of pliers (it's still too hot to touch), and spin again.
I've seen some folks heat the adhesive then smear it on the insert and then heat and push the broad head on. My experience is if the insert and the broadhead have not been hot enough to melt the adhesive indirectly you can form what the plumbers call 'cold' joints that will break with little impact. Cold joints happen when the solder is directly heated and is hot enough to run on the copper pipe, but not get sucked into the joint by capillary action. The joint looks good, and may even be water tight intially, but won't last. Same kind of thing happens to poorly glued broadheads.