This works on the principal of second degree burns. You don't so much "mold" the glove as you inflame your hands until they swell and fill out the glove.
Im a leatherworker, dont do this. The flame permanently damages the collagen in the outer layer and causes it to shrink. these gloves will have a shorter lifespan as extreme heat reduces a leathers abrasion resistance, pliability, elasticity, etc which are the qualities that make leather useful. If you must do this, use a heat gun. However, id recommend conditioning them and wearing them. Theyll naturally form to your hand. The collagen loosens up rather then shrinking. Think about how youd breakn in a baseball glove.
As an actual, real welder. I approve of this message. Slack in gloves, for a Tig welder, compares to an Olympic athlete performing with the wrong size running shoes.
This will make the leather brittle and less durable. Soak them in water for a few minutes and wear them and perhaps even use them until dry. They will shape to your hands/fingers.