If you have extra clothing, that you don't mind getting sooty and perhaps overheated, because hot rocks are a kind of 'how hot is your rock ?' kind of thing, then yes, inside does work.
It's something not quite comfortable though, and rocks do scale as they cool. I use a granite stone at home as a food heat retainer under serving dishes, marble too works well….not all rocks are suitable, and not all rocks start off bone dry.
Honestly, a sound drinks bottle filled with hot water is a much easier option.
M