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The 1900, '10 & '20 US Censuses collected immigration/naturialization data for individuals not born in America. These slivers of data can lead to some links that can indicate one's roots in Germany. In your case, the 1920 US Census recorded for Ernest & Richard Heidel in Lenox Township that they were born in Saxony, not simply Germany. It further recorded for Ernest that he immigrated in 1878 and was naturialized in 1885. From his Certificate of Naturialization can be found the exact date he immigrated and his port of entry. Possibly, he can be found from an indexed transcribed ship list from 1878 using the source Germans to America. If his ship departed Hamburg, then there is a Hamburg departing ship list which recorded his geboren (place of origin/birth). This is one way to learn of a forefather's place of origin, but there are other ways...all requiring as much luck as this way, in the end.
You do have some luck since Ernest, had a bro in Richard whose year of immigration was also recorded as 1878. It should be assumed they immigrated together. His year of naturialization was recorded as 1884. Looking for two traveling together helps to insure that the right person is found in nebulous records. Or better, a record/story found for one, applies to the other!
I will share some other things by having shared e-mail with other Heidels who have a connection back to Saxony. My Heidels were last in Vorpommern so we cannot assume that a close connection would be found between us. But possibly the way I got lucky, could lead to your success to learn about your forefather's roots.