Keep giving them a small stretch. Normally you can see where they hurt on your feet once you take the skate off, that red area is a dead give away. But sometimes it's in the arch / forefoot area and there is no giveaway marks, this can be just overall tightness. If this is the case stretch the boot level with the area of pain.
A good heel fit isn't the pot of gold that most people think it is. If you can skate well with good ankle control then the heel fit doesn't really matter that much, you get a lot more value out of a good forefoot fit which helps to keep the boot locked around your foot. Start dropping eyelets until you can eventually skate with your laces untied and you will understand what I mean. But if you need the boot laced all the way up so that you can skate ok then a good heel fit will help you.