US-rated glue gun on European grid
if I replace the plug with a Norwegian one, would it be safe to use on a Norwegian outlet?

No, because the voltage is double to what the glue gun is designed for so the heating element will heat up not with two times but four times more power than normal (the doubled voltage also causes the current to double). If it does not break immediately then the glue will probably get too hot and who knows what can happen as a result of that.

Never use a device which is not rated for use at 230 VAC at that voltage.

Also, a new Glue gun will cost a whopping 5 Euros perhaps. So why not just get a new one suitable for Norway?

If you have more devices which need 115 VAC you could get a transformer for 230 VAC to 115 VAC but that might be expensive, especially for high power.