I have installed pilot bearings into aluminum flywheels using both heat and cold before. I have had several successful install with only heating the flywheel on a hot plate for ten minutes or so, and then pushing the pilot bearing in. I have also frozen the pilot bearing, to shrink it, and installed it into the flywheel with no problems on a occasions. And in some rare occasions, I had to heat the flywheel and also freeze the pilot bearing in order to get it to seat easily.

You maw want to not only coat the exterior of the PB, but also the walls on the flywheel where it seats with Loctite.

I can't recall a time where I have ever heated a flywheel to put it onto the crankshaft, but looking at it in retrospect I can think of some times when it probably would have made the job easier.