Had a similar problem with mine. No matter what I did I couldn't straighten out the handle of his hammer. Couldn't straighten the Emperors Champions sword. Also painted Farsight though, and he was a perfect cast. The one and only finecast mini I was entirely happy with.
You try soaking them in hot water before bending them? I've heard that helps make it more pliable. Still, I dunno what you've tried, and I spent quite a while filling holes on the Bloodthirster I got. He was dead easy to saw to bits and turn into Skarbrand, though--finecast gets cut like butter.