It seems to be a pretty common thing to do, damaging the fan MOSFETs.
I had connected Fan 0 to a mini 12V step-down module (the Duet Wifi is running on 24V) but I'm an idiot and had it reversed (i.e. Fan 0 going into the "out" of the converter and the fan connected to the "in"). The fan worked for a bit but when I changed the speed there was a spark. Of course I had to make things worse by connecting it the right way round to Fan 1 and killing that too. Perhaps I'm lucky that I still have one working PWM fan output and there doesn't seem to be any other damage to the board.
The dilemma I have is that I don't possess a hot air gun and I don't think I need one except for this task. I could possibly buy a Duex2 for about the same cost; I could have a go with just a soldering iron; alternatively I could live with just one controlled fan if I had the extruder fan on 100% all the time.