steel has a linear expansion coefficient of around 11 x 10^-6 inch/inch- ºC. For a 1/2" diameter shaft, and an interference of .001", you would need a minimal temperature difference of 180ºC (325ºF) between the two parts. This would be for a tight slip fit. Because once mating of the the two parts begins, heat is being transfered to the colder part and the temperature is equalizing, the mating has to be done quickly and decisively. For that reason, you will want to have additional clearance of the parts. You will probably want to heat the gear to close to the point where you would start to draw the temper and ideally chill the shaft in an alcohol o dry ice bath. The dry ice bath will get you down to -57ºC (-70ºF). 250ºC is a fairly safe temperature to avoid drawing any temper. That would give a temperature difference of about 300ºC (540ºF) and should give you a clearance fit of slightly less than .001".
With that minimal clearance, the assembly will have to be done quickly. Some sort of assembly jig would help. If it were me, I would machine a cup to hold the gear and heat the gear and cup. This will help retain the heat. For the shaft, I would use a socket. A drill press should do the job job of mating the two parts. The chuck can serve as the socketYou will wnt to do a dry run to get the choreography down pat. Use some means of locating the cup so you can pull it from the oven and position it quickly. Pull the shaft from the dry ice bath and place it in its socket and immediately press the shaft into the gear. You only get one shot at it