From delta 205, where Aristophanes, Thesmophoriazusae 237 is (loosely) quoted: Mnesilochos fears that he will be singed and so "become a sucking-pig"; it is scholiastic comment that "he said this having been singed", which is in turn further glossed as "meaning burned". For the Aristophanes passage (which does at least use the verb a)feu/ein in line 236) see web address 1.
Anal depilation by means of fire served cosmetic and/or erotic purposes as well as culinary ones.