The comic actor has collaborated with Morris in various projects, including Brass Eye, Blue Jam and Jam.
Asked what it was like to work with the Four Lions director, Heap told Metro: "Hard work because he likes to get things right.
"'Benign dictatorship' would be a good way of describing it. He's very nice but knows what he wants."
Quizzed on the type of things Morris made him do, Heap replied: "The worst thing I did was swimming in an empty concrete pond in Clapham in November. I was face down, naked, doing the crawl.
"The cameras were very far away filming with a long lens. Some youths came by and started throwing bottles that smashed all around me. I'd never felt more vulnerable."