Place the saddle on a saddle stand and wet down the backside of the fenders (some people use a spray bottle of water, some use leather oil). Take a common broom, such as a corn broom, and turn the fenders as they would sit if you were riding in the saddle.
Hold the fenders in that position and thread the handle of the broom through the fenders. The broom handle should hold the fenders in the riding position while they dry and help to mold them into a more comfortable riding position.
Another alternative are the pieces that you can purchase to place at the end of the fender.....they attach to the stirrup and actually swivel, thereby reducing leg strain from a stiff fender. Many catalogs sell them, so they should be easy to find.
Hope that helps.