Best way to break in your shoes is to use them, this includes the heels and any other part of the shoe. Some areas might break in faster based on use, such as if you do a lot of heel hooks then the heel area of the shoe might break in faster.

Best bet is to climb in them as much as you can, just like breaking in the shoes in general, and to try and incorporate more heel hooks and heel specific movements. Either way, the heel will break in along with the rest of the shoe with more usage.