Like you, we’ve heard every trick in the book for breaking in a new leather baseball glove: steam, water, play catch, stick it on your car dashboard, oil, etc. And for every tip, there’s a glove manufacturer who says not to do it: e.g. steaming will ruin the leather.
Wilson suggests using a wood mallet to just hammer the leather over and over. So one day when we were pounding a new glove, @SpeedyPe7ey asked “why can’t we use the Theragun to do that?” And, oh boy, what a great idea. Goes so much faster without over-heating the leather. The Speedy Broz highely suggest it for everyone!