I'm interested in whether the method used by Metcal soldering equipment would work. These use a 50W RF transmitter at 28MHz to power the solder tip. The tip is made of a nickel-iron mixture and the temperature is set by its curie point. The control method though, is not like the Weller irons with their magnetic switch but by some other effect of the curie point. The irons are very precise and havby agodwin - Plastic Extruder Working Group
I came across a product called Sugru in the IEE magazine. It seems to be a sort of silicone putty that cures to a soft-touch surface. It's part of a family of products called formerol which can be adapted to different consistencies so it's possible a version more suitable for extrusion could be made. I've contacted the designer and found her quite interested with offers of samples etc. but as Iby agodwin - Plastic Extruder Working Group