This is a replacement for the thumbstick grip that is normally molded onto Xbox One controllers. It's designed to fit over the bare thumbstick: This is not a thumbstick extension - it won't fit if the stock grip is still attached.

It takes some effort to get the grip on, but you don't need to heat it up at all.  Hook one edge, then push/slide the rest of it on. It's a negative tolerance fit, so no adhesive is required.

Print in TPU, with the top/flat side facing the print bed. Run on the cooler side to prevent a sharp edge/elephant's foot, and keep the first layer a little loose (less squish).

I found these settings to work well with MatterHackers Build TPU (95A):

Extruder temp: 220C
Bed Temp: 40C
Layer height: .12mm
Bottom layers: 2
Bottom fill pattern: concentric
Infill: 30%
Infill pattern: concentric
Z seam alignment: random