You can heat from the underside & the embossing powder will melt. When all the powder seems to be melted, you can then pass your heat gun over the top to be sure all EP is completely melted.
In an emergency when I didn't have my heat gun, I used a preheated iron (no steam). I held the iron, face plate side up, passed the underside of the cardstock right over the face plate surface. The EP seemed to melt even quicker than it does when I use my heat gun.
Either way will keep your EP from blowing off.
Just curious, what brand of colored embossing powder are you using?