Is it safe to use a hot glue gun for Mega Bloks?
It's probably not the best option to use no: according to Wikipedia, glue guns tend to operate at the following temperatures:


  Low-temperature glue guns operate at approximately 120°C (248°F) [...] High-temperature guns operate at approximately 190°C (374 °F)


LEGO and Mega Bloks' primary component, ABS, has a melting point around 105°C (221°F), which is a bit lower than the glue and it will have started to deform around 80°C (176°F).

Your best option would be to use a glue that "welds" the LEGO elements together, such as Plastic or Polystyrene Cement.