I used to use a parrafin stove until I had a weld get damaged and it started leaking. Whilst parrafin does burn hot, my hand was quite cool surrounded by pretty blus flames, until I suddenly realised what had happened and calmly wrapped my hand in my jacket to smother the flames. Then spent a few minutes stamping out the fire that had sprung up around my boots.
If you keep them in good condition though, they are great stoves and not really all that smutty flamed.