Yeah, don't hold it too close to an open flame.
We're running out of plastic on a several hour print, so we need to melt the end of one roll of plastic to the beginning of another, so we don't get any interruption of the print. I held it too close to the flame, and well, it caught on fire.
But the technique is a success. No ruining a two hour print because we didn't switch out filament early enough.