I wonder if that would work. The original object is a complicated equilibrium of internal forces. i'm not convinced that one could heat any part of it until molten and not disturb the whole thing. Doing this might make another very interesting series of videos.
What would also be interesting would be having a high-technology metallurgy lab try to make these things symmetrical. Otherwise, making bullets - large or small - out of these would be impractical; tail or no tail, you won’t get any kind of accuracy. Or, possibly, these things could be encased inside of a very symmetrical bullet (like a lot of AP ammo already is). Then the only question would be whether the cost/benefit ratio is high enough to develop the damned thing in the first place...but that’s what R&D budgets are for, aren’t they?
Here’s a thought. We have a MOP (Massive Ordnance Penetrator) bomb that is designed to penetrate many meters underground, even through concrete, and then blow up. Wonder if a Prince Rupert drop made of tungsten would help the penetration?