I figured it out. I took the key out, unscrewed the brass round thing, and then the dial came off. I was then able to take the bezel off from the front and bend the dent out. I filed the inside dented bezel smooth with a rotary tool, reassembled, lighly oiled, and everything is much smoother. The only problem is the shaft is slightly bent, so the dial wobbles slightly, but I tend to over-do things, so I just left it bent. It looks like getting the threaded shaft off the dial is nearly impossible, since the key is not exposed where the shaft attaches to the dial and I didn’t want to make more work for myself.
I was amazed how few parts are in the Yale HE combo lock. I was expecting small parts and bearings to go rolling across the floor, but no. It is a very simple mechanism.