What you want is the Safety Data Sheet SDS (formerly material safety data sheet MSDS). Googling of SDS or MSDS and whatever material will give you a number of these documents from various manufacturers.
The SDS for polypropelene mentions:
Fumes produced while thermal processing may cause irritation,
pulmonary edema and a possible asthma-like response
and
At temperatures above 300 C may emit various oligomers, waxes and
oxygenated hydrocarbons as well as carbon dioxide, carbon monoxide and
small amounts of other organic vapors (e.g. aldehydes, acrolein).
Inhalation of these decomposition products may be hazardous.
For reference polypropelene melts around 170 C, but when heating with a heat gun it is a very fine line between heating, melting, and burning. I would expect at least some fumes.
As far as masks, chemical fumes need a respirator with organic vapor (OV) filters. Most masks are particle filters and will do nothing for gas vapors. Polypropelene isn't listed as an eye irritant so a half-face mask (covering only the mouth) would be adequate. These are relatively inexpensive <$100. If you go this route don't forget to periodically replace the filters.
As in all things the dose makes the poison, if you are doing this infrequently or only once, probably fine to just do in a well ventilated space (outside) and not stick your face in it inhaling all the fumes. If, however, you are doing this all day every day more stringent safety measures would be in order.
