I enjoy it hugely when hubby plays with me this way, though he does concentrate on teasing and scaring me, threatening to stub, threatening to burn.
If the skin is touched at all, it is extremely shortly and leaves no scar (mind, even without actually touching the skin, the tip of a cigarette or cigar can get pretty damn hot and scary, especially in sensitive places!).
This is ok for me because fear is one of my major turn-ons. Others might have a problem with it.

I must admit I am not a fan of the stubbing-out part, as it is prone to leave bad scars and serious burns.

It is one thing to receive scars when it is agreed upon before; I have some scars from scalpel play and would not miss them; but please consider what you will look like if you fuck up your play partnerīs body during every other session?

To each their own, but permanent marks should never be given without serious consideration. Just my 2 cents.