I like using pigment inks. When I use them though, I usually emboss them with clear. If you are getting steam while your gun is on, that probably means your gun is too close to your paper. (they all seem to steam a little right when you shut them off). They do see to change color a little when heat set, if not embossed. If I'm using pigment inks and not embossing, I stamp and set aside and work on another project and come back to it. Usually within an hour it's completly dry. But, if you live in a humid climate, it may take longer. Some people that live in the southwest where it's dry and hot will set it out in the sun for a few minutes to dry.
HTH!