Cold bending steel, especially with a relatively thin wall, is difficult to do accurately. Typically the standard for custom parts like this is that the shape is close enough that the person installing it can bend the pipe into the final curve with the use of clamps. Then they weld it in place so it keeps its shape. I'm going to assume that you're already done the first hard part - figuring out the radius and helical pitch that you need to create, although it's not entirely clear from your question.
Using rolling benders ('three roll benders') like you've shown is one common way to solve this. One strategy for getting the right shape from those tools is to form your bend in multiple, lighter passes. That is curve it slightly once, more the next time, and more again until you get to your desired shape. Keep in mind that the same settings on the final pass will produce different curves if your start with a straight piece of pipe or one that has already been curved. 933
Using multiple, lighter passes produces a more consistent curve throughout. You're probably aware already, but rolling benders always leave a flat segment at the end, so you need to start with a longer piece and plan to cut the two ends off.
If that still isn't accurate enough for your application, the next mechanized option would be to use a tool called a mandrel bender (see here, for examples) which supports the pipe from the inside to prevent the section from crushing or deforming too much. As far as I know, these cannot form helixes, only single-plane bends, but sometimes those can be used at an angle to approximate the shape.
If neither of those are options for you, or you need a lower cost solution, manually heating and bending is possible, although be aware that too much heat can compromise the strength of the steel. In order to prevent the section deformation you're describing, people will sometimes fill the tube with dry sand and weld a cap on each end. This way, the tube is less likely to close in on itself as you heat it and bend it. If you do this, it is very important that the sand is dry, because wet sand will generate steam which can be very dangerous. For the same reason, the end caps should not form an airtight seal with the tube, leave part of the shape unwelded. Please be careful if you attempt this method. 933