We study numerically the nonequilibrium dynamics of the three-dimensional Heisenberg Edwards-Anderson spin glass submitted to protocols during which temperature is shifted or cycled within the spin glass phase. We show that (partial) rejuvenation and (perfect) memory effects can be numerically observed and study both effects in detail. We quantitatively characterize their dependences on parameters such as the amplitude of the temperature changes, the timescale at which the changes are performed, and the cooling rates used to vary the temperature. We contrast our results both to those found numerically in the Ising version of the model, and to experimental results in different samples. We discuss the theoretical interpretations of our findings, arguing, in particular, that `full' rejuvenation can be observed in experiments even if temperature chaos is absent.