No, no, firewalkers have somewhat thicker skin, slightly more heat-tolerant tissue, and exploit the difference between appearances (HOT!!!) and reality (low-density, low-conductivity coals that therefore, despite being very hot, don't transfer much heat).

The physics of firewalking is slightly interesting, but it doesn't show anything miraculous. Proteins still denature in heat, regardless of what your mind does. Yes, you can recover a little better if you pre-express heat-shock proteins and yes, there is some degree of control over recruitment of the immune system based on the nervous system (I mean, there, simply killing the thermosensory neurons is enough; you just want to stop them from releasing an overabundance of inflammatory factors, which they can't do if they're dead). But mostly it's a trick, and once your proteins denature more than a little, your cells are toast: you're burned.