Do it fast
Usually people wet their feet before walking on burnt coal. When they started walking on the coal, this moisture evaporates and forms a protective gaseous layer beneath the feet. In reality they will be walking on the water vapour layer rather on the burning coal, This is a short time effect and one should walk quickly to avoid damage. Further, coal donot conduct heat as quick as other metals. Moreover, skin of human feet is a bit coarse and has the capacity to resist heat for some time...
