There's an old French method to stiffening and hardening leather. Basically, boil it. Now, since the holster is already cut to size, I'd recommend not actually boiling it but what you can do is wet shape it like stated above then afterwards, bring a pot of clean water to a simmer. Drop the holster in it for a very short while then fish it out and let dry. You'll have to reshape the holster most likely. If its too soft, drop it in the water again for only a very short while. Once its dry, it'll harden, something to do with cooking the leather. If it gets wet or oil soaked, it will soften again. If you boil it too long or too often, it'll do two things.
1. shrink to the size of a derringer
2. become very hard and brittle (sometimes as brittle as glass)
If this occurs, your holster is shot. I've stiffened leather holsters this way in the past as well as stiffening leather parts for armoring projects I've done. Just beware of boiling too long.
Use this technique at your own risk. While I know it works, I can't tell you exactly how long to boil your leather. It all varies on quality and thickness of leather.
There are other methods, one of them is to boil the leather in a bee's wax. While that is less likely to shrink and damage your leather, it's also risky business. The last thing you want to chance is your leather holster becoming a candle. Just my opinion there.
Sam