I got a chance to look at one up close. It is literally a hot dog steamer for the food industry (it's original purpose) with some Mizuno panels put on the sides. It's not rocket science, or anything special. I'm sure the steam does work somewhat, but I can't think anything would be better than breaking one in the old fashioned way. Had a big league SS tell me once, he'd just catch a pitching machine for a couple hours, to break in a new glove.
Treat the glove, and play catch with your kid.