Epoxys are very hard at temperatures below their 'glass transition point' (GTP). Above that temperature the epoxy changes to a putty like substance.
Depending on the epoxy type, the GTP can be 100 Deg C to 350 Deg C. If you are lucky enough to have a low GTP epoxy you can boil the transformer in water and then pick/pull the epoxy off. For higher temperatures you need a liquid with a higher boiling point, like engine oil, or put the transformer in an oven.
Once the transformer has been cooked, you can use a normal heat gun to warm any stubborn epoxy.
That is the theory anyway.