How can I change the circuit or the current to effectively heat up the diodes based on their current rating?
Lots of things to correct here.

1) A DC power supply typically has a "maximum" current, not a "constant" current.  Your 2A supply will provide whatever current is required to keep its voltage at the voltage you set.  It will only supply 2A if your circuit draws 2A.  Once the current hits 2A, the supply will reduce its voltage as needed to keep the current at 2A.  

2) The 1N4007 diode has an "absolute maximum rating" of 1A.  This isn't the rating beyond which the part will act as a heater - it's the rating beyond which the part will fail, start smoking, and probably eventually stop conducting any current at all (open circuit failure).  

3) Direction matters with diodes.  If your diodes are all forward biased, it will take somewhere in the neighborhood of 6V before the diodes start conducting any current (any less than that, and they will just draw zero current).  If ANY of the diodes is reverse-biased, it will take hundreds of volts before the diode starts conducting any current.

There are two possible reasons that the diodes don't get hot:

1) They are reverse biased, so they won't conduct any current

2) They started out forward biased, and the first time you turned them on, they conducted the full 2A from the power supply.  Since this is above their maximum rated current, they quickly failed open circuit and will no longer conduct any current.

Obviously, if one or more diode has failed, you will have to replace it...

How would you fix this circuit?

Good option

1) Reduce the current limit on your power supply to &lt;1A.  Set its voltage at 12V.  Forward bias the 6 diodes in series.  The power supply will operate in constant current mode, and the diodes will get hot, but shouldn't fail.

Worse option - only use if you can't adjust the current limit on your supply

2) You can start your power supply at 0V and SLOWLY increase the voltage.  You should see the current increase.  However, you may find the current increases EXTREMELY quickly once you hit a specific voltage - to the point that you might not be able to adjust the voltage in small enough steps to get close to 1A without exceeding it.

3) Use a current-limiting resistor in series with your diodes.  This basically "stabilizes" the diodes and makes them far less sensitive to voltage differences.

Best option

4) Scrap the diodes completely.  Diodes aren't the best choice as heaters.  Just get a single power resistor (or, run them in series or parallel, depending on the resistances and power ratings you can get).  Resistors make much better, more stable heaters than diodes.  In fact, resistors (in one form or another) are used in the vast majority of electric heaters.