[wcarss]

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."

[kevindamm]

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.

[scyzoryk_xyz]

Never actually thought about it that way - so the Android feels pain overriding its own programming. Teaches itself to manage that pain

[Someone]

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.

(https://en.wikipedia.org/wiki/Leidenfrost_effect may be relevant)

[musicale]

The trick is that he has thick callouses and/or has burned the nerves in his fingers.