The way I bend thin steel like that is to use a hammer and a piece of hardwood in the vise.

Cut a V groove about an inch or inch and a quarter wide across the end grain, and mount it end up.

With a small ball pein, start tapping the guard while it's straddling the groove, all the while moving it back and forward to keep the curve even. Keep eyeballing it over the hand of the gunstock, as you may have to work in a little different curvature at each end. Carefully done, there shouldn't be any marks on it. Heat shouldn't be necessary, most guards are soft.

I hope this makes sense, it's a lot easier to show how it's done, than write it.