There's been many fire immune performers over time. Ricky Jay's book, "Learned Pigs and Fireproof Women" has several great examples. One I remember is a guy that would hold two raw steaks in his hands, walk into a giant oven, and come out holding cooked steaks while he himself was unharmed.
A modern example would be holding the hand over a candle flame. Like Rex Ignis - https://www.themagiccafe.com/forums/viewtopic.php?topic=658304&forum=218
There are other ways to do it as well. I believe there's one discussed in ... Maybe the Black Project by Looch? I know it was an English guy. May have been Peter Turner. I was never able to locate the necessary supplies.
There are also age old fire performer tricks which allow one to handle fire on the bare skin. That's usually a case of just being comfortable with a flaming object in contact with the skin, and knowing which fuels/materials to use to make the props. I've been doing various 'contact fire' or 'fleshing' routines for years. Lighting the fingertips, running a line of fuel along the arm and lighting it, transferring a flame from one hand to the other, or torch to torch with the hands/fingers, etc.
Of course, the important thing to remember here is that fire is inherently dangerous and anything you do involving fire could injure you or damage your surroundings. Even the supposedly safe techniques have an element of danger and it's critical to always respect the flame.