Someone once described the secret to making magic as putting in far more effort than any reasonable person would, such that no reasonable person would think you'd done it the hard way.
It's also (approximately) Lawrence of Arabia; at least the same principle.
Lawrence puts out a match with his fingers as a showy trick. Someone else tries it, and cries out that it hurts, then asks what the trick is. He replies, "the _trick_, William Potter, is not _minding_ that it hurts."
And then in Prometheus that scene is used to emphasize the behavior of an android becoming mis-aligned with the crew and not minding the consequences of subsequent actions.
Lying about how tricks are done also is part of magic.
I would not rule out that he wetted his fingers before doing this trick, and, possibly, timed things correctly to rapidly transfer some water to the wick before his fingers got too hot.
That theme certainly appears in The Prestige, but those words don't to the best of my recollection. I guess I'll leave it to you whether that merits a finger cut.
Lawrence puts out a match with his fingers as a showy trick. Someone else tries it, and cries out that it hurts, then asks what the trick is. He replies, "the _trick_, William Potter, is not _minding_ that it hurts."