Burdock is one of the many large-leaved plants that was reputedly used to wrap substances like butter, allegedly for transport or storage. The trouble is this is a use recorded mainly by repeated legend and it's hard to find actual substantial written information about it or the method employed.
Burdock (ie: Arctium majus/Arctium lappa) and Dock (ie: Rumex obtusifolius) aren't the same though. Burdock has very large slightly furry heart shaped leaves and dock has much smaller, more oval smooth leaves.
Thinking about it, to wrap food for storage &/or transport I imagine that the leaves would have been blanched or wilted to make them more pliable to begin with otherwise they would tend to snap around the stiffer midrib and stem areas alowing leakage. Although doing so might not be necessary for cooking, it would have advantages - blanching for example makes the leaves damp (so less scorching) and more flexible which means a better seal around the foodstuff so it would be less likely to be contaminated by ash or debris from the fire and juices would be contained.
An oddly enough, I'm about to make some lamb dolmades with the vine leaves from our garden today!