Hot and then cold, depending on materials and adhesives, may not be a good thing (thermoshock).
You might be damaging the material and/or adhesive bonds you want.
I steer clear of crazy glue and other cyanoacrilates on carbons, run glue sticks that require a torch to melt (NOT the stuff by trade name "Hotmelt"). The stuff I use is whitish, never fully sets up super hard. It's tends to hold even after substantial impact.
Removal of superglued inserts seems to fall under two catagories: heat up a field tip, or use a drill bit or other weight inside the shaft slung to impact/break it free.
As far as unitizing the weights to the insert- no need to glue each weight to each other as an assembly. Just screw them all together and a smear of the molten gluestick along the outside works.