I had the same thing with my Mechanic where I couldn't bend the elbows without fear of breaking them. But the best suggestion is to indeed use a blow dryer on the elbows for a bit to warm up the joints. Then you can move them around back and forth a bit, and it should be fine after that. If I recall, I only ever heated the elbows the first time I took the figure out of the box.
Hope that helps!
K guess Ill try it when I get home. Thanks