External heating is not required but you can do it if you feel it is necessary. The reaction itself can be exothermic.
70-85% sulfuric acid works, this procedure is taken from the lab manual, I did it myself and I know it works. However, if you want NaHSO4 to precipitate, use 96%.
HBr and HI are prepared by the similar procedure, where H3PO4 86% is used instead of H2SO4