Heat guns when removing paint can cause the lead to be "vaporized" and you can breath it in. Typically, the heat gun should only be used to soften the paint, glazing, etc, ---- not cause it to smolder. People in the preservationist field who deal with windows and structures that most probably have lead paint, are experimenting with and successfully using steam to remove the paint, etc. It doesn't tend to release the lead in a gaseous form, does not cause accidental fires, does allow for continuous films/pieces of material (paint, glazing,etc) to be removed as opposed to sanded debris, while not dramatically increasing the moisture content of the structure.
Justin