Another method which I just used last evening when replacing two horns on a PW repaint with brand new horns purchased during LIONEL's recent sale was this:
Insert the horn and press down firmly while using pliers to twist the protruding end/tabs on the inside of the cab roof. The twist will tighten the horn to the shell.
Twisting the horn tabs is similar to how sheet metal parts (e.g. the postwar milk stand for the operating milk cars (3472, etc.) were attached to the base.
Not as elegant a solution as the mandrel, but the horns fit tightly which was all I needed.