After spending over 20 years in the baseball industry as an amateur player, pro player and as a professional instructor, I've come across so many amazing tricks to break in a baseball glove no matter if it is a custom glove made from steerhide or from kip leather.
We've all seen the glovesmiths for some of the top commercial brands out there show video and youtube glove break in tips from spring training, but I am a firm believer in breaking in a glove the way it should be done. And that's by catching a baseball. Now don't get me wrong, hammering and pounding the pocket and bindings initially is a great way to start the break in, but what I found works best is using that method, quickly followed by jumping in a cage and catching balls off a pitching machine. I played SS, so most of my glove break in activities were centered around shortstop type activities and glove work.
Step 1. Take your glove by the tip of the thumb and pinky with pocket facing you, and pull on each end away from each end as if you are trying to pull a book apart. Do this a few times to help loosen and spread the finger leather a bit.
Step 2. Put the glove on your hand with all fingers in the last 2 slots for pinky and ring finger with thumb in thumb slot. Fold, close and repeat closing the glove by touching the pinky and thumb together, almost for a complete fold. Don't worry about this not being your normal use...its just for break in. Do this for about 1 to 2 minutes.
Step 3. Next, take a hammer or glove club (looks like a mini bat with a bulbbed end). With your hand in glove, but loosely on your hand ( so you don't hurt your hand), pound your pocket for about 1 minute including where the majority of pocket creasing is going to happen. This will loosen some of the leather up quite a bit internally. I have found that when wanting a very specific pocket shape, using a hammer, which is a bit more direct, will allow you to target specific areas of the pocket and pinpoint them.
Step 4. By now, your glove should have a little give to it, keep in mind, this is all considering your glove is not a previously softened or hammered glove. Many gloves these days come pre-hammered and pounded, so that part has already been done for you before it was shipped to the store from the manufacturer. You should be ready for a game of catch now with full hand in glove the way you normally use it.
Step 5. Now is the fun part, play catch off a pitching machine. This will get you some reps and a consistent ball to glove pounding to get the packet shaped around the ball and fingers. While catching each ball one after another, now is the time to also shape the fingers of your glove and our tips to the way you want them. I traditionally liked a semi-flared pinky and thumb for covering as much ground as possible. But also with curving the 3 other fingers towards the pocket as well, but never over doing this.
Step 6. Now your glove should be ready to go, or at least to be able to be active in batting practice as you work it into your game day use. Keep in mind, you glove is a living breathing thing. Treat it well and it will perform well for you. End finger stiffness is incredibly important to overall glove structure and longevity. Never constantly curve your fingers and tie it up in rubber bands at night, or any other 'over-doing' you can do to it.
The best way to break in a baseball glove is to do it the way it was meant to be, by being used in batting practice or in games so it gets actual functional use and shaping. Using the pitching machine method also allows you to get in some extra reps in working on your glove transfers. Can't beat that!