Yes, it is productive to ask for more examples. You are biased in your moderation duties. This is not a criticism, it is just how people work. You see what you've done as having "covered the situation adequately and appropriately". Your user sees the opposite. Thus, one of you should be trying to convince the other of their point of view.
As a moderator, I've often taken the approach of asking for a few recent examples that reflect their point of view. I've always stressed "recent", as users can dig into the old topics and discussions and find just about anything in older communities. By restricting them to recent events, you can have a conversation about the issue at hand instead of rehashing old arguments.
Another thing to be aware of when asking is how you are asking.
Give me examples of "heavy handed" moderation
This comes off has somewhat dismissive. It also doesn't explain why you want these examples. If your user is being reasonable and trying to show you something that you aren't recognizing, this can be a turn off.
I am not seeing the "heavy handed" moderation you describe. In your one example, I responded because . I don't see this as heavy handed. In fact, since my intervention the voting patterns have reversed. Could you provide a few examples of where you see this 'heavy handed' moderation? Help me to see things from your perspective.
This is longer, but it also makes clear what you are seeing (or not seeing). It helps to give your perspective on the topic and prompts the user to think about the results of the moderation.
Note that I did not mention anything about what other people thought of your moderation actions. Regardless of who these people were and their standing in the community, by keeping the conversation focused on your actions and the results, you are keeping the appearance of "I have back up...where is yours?" out of the discussion.
If this user is known for general complaints without providing more details, it is still important to be aware of the concerns. Their complaints may have some validity, but they may be unable to articulate any better. By engaging them in conversation you might be able to draw out their concerns. If the discussion stays vague or becomes circular, though, it is time to drop it. As much as you may want all of your users to be happy, it is important to remember that you can't please everyone all the time. When it reaches the point of dropping the conversation, end it with a very simple
I believe your example of "heavy handed" moderation does not convey the point you are trying to make. I (and the team) will be open to more discussion if you can provide further examples that show your point of view. We appreciate your willingness to hold us accountable though.
There is value in ending the conversation in such a way. It clearly indicates that you are done discussing this specific instance because the user is unwilling to provide more input. It also shows that you are willing to continue the conversation in the future, if such input can be provided.