I've been able to do as you noted and heat up the car, but it can point to a need to clean the contact area where the CD contacts in the center ring. This is unfortunately a not so fun task of removing the player and opening it up to clean off that area.
If you are lucky, you can try with tweezers to help the CD out. But that's what I done and share that it only helped till the next stuck CD. The final fix was to make sure the CDs have no sticky stuff on them (yuck!) and to clean the drive.
Please help! I have a cheap CD (a CD-R that someone made for me) stuck in my Kenwood KCD-222 car stereo. The "IN" light flashes, but the CD won't play or eject. This happened once when it was cold, but turning the defroster on high for about 30 minutes took care of the problem. This time nothing seems to work. Any suggestions? Thanks!