Of course the question is what kind of resin?
We probably don't know, but I think most are more or less the same.
I have had success using a hair dryer, or heat gun, to gently heat the item until it just starts to go a little limp.
At that point if it has a 'flat' surface, put that side down on something flat until it cools and hardens.
If it is still not quite right, you can try again.
Don't over heat as I have actually stretched some parts out of shape.
As far as glue is concerned, I don't know what PIKO glue is, but I assume it is to glue injection molded plastic parts together, so probably needs to melt the plastic to join.
I don't think that resin can work that way, so either a CA or epoxy might be best.
For cutting out the windows, try the dremel in the middle of the window to see what happens. Not too fast a speed, and try not to breath in the dust, should work enough to use a file to get the corners nice and square.
Have fun and let us know how it goes.
David Leech, Delta, Canada