Your first try can be good.
Watch a couple of tutorials on youtube.
Then, be careful to cut your piece of kydex larger than you need, and make no holes.

Then use your owen and your press.
( and the "hot air pistol" ... I don't know its english name.... )
If you have a good result, cut the kydex.
Otherwise, put it again in the owen, it will return to true.
Start again.
I still Have my first sheat and I like it too !