Brave (+Atk, -Speed)
Well, so it's not as if it's decreasing your Sp. Atk, which is Heatran's highest stat.
^ These 3 are probably the best physical moves for Heatran that provide the widest coverage. Heatran has a superior Sp. Atk stat though, so I think the physical moves it can learn will go unused. Its strongest STAB move is Iron Head (80), so go for special attack instead.
Item: Air Balloon/ Leftovers
Ability: Flash Fire
EVs: 252 HP, 4 Def, 252 Sp. Def
~ Lave Plume/ Roar
~ Earth Power
~ Stealth Rock
~ Will-O-Wisp/ Protect
I would go for defensive Heatran, mainly because your speed is down due to nature, so there's more merit in investing EV training in its defences.
(Also I thought this was a legit Q, since it was asking about a specific Heatran in relation to its nature? Brave isn't ideal for Heatran, so personally I feel as if this Q was asking how to work around it.)