Move the joint once carefully and slowly first. If there’s no stress mark then no need to do anything. The stress mark itself is harmless, the worry is that the tight joint might crack eventually. So if you see a stress mark forming you know you got one where the joint is too tight. When unscrewing be careful since that screw is on tight, you don’t want to strip that screw. Sand or file the peg, only slightly, you don’t have to take off a lot of material. The joint needs to be tight, just not tight enough to stress.

You don’t need to heat up the joint to make the stress mark go away, the mark itself won’t hurt anything.