Is it possible to "break-in" my new shoes?

I just got a new pair of shoes that I really like. They fit well except the right shoe rubs my heel a bit. The shoes are of a good quality and leather (Clark’s). I have another pair of Clark’s that I have had almost 8 years, and the leather became nice and pliable, but I didn’t have to break those shoes in.

Is it really possible to break in these shoes? And if so, how would I go about it? What the best way to soften the heel of a shoe? Or should I just return them?