I'm uncertain that denaturing the venom is actually what's going on in this case. That may be a myth. When I looked it up (because my wife bought a similar device to the one linked earlier and, if I'm honest, I didn't think it would work) I believe the claim was that the heat interferes with the body's transmission pathways for the signals that cause a sense of itchiness and possibly also pain.
I discovered that studies have been done suggesting such devices do work, though I think the one I found was in part conducted by employees of the company that made the device so should perhaps be taken with a large pinch of salt. If true however, it would explain why the smoker trick also appears to work.
I also found discussions that immersion in hot water is sometimes used to mitigate the effects of stings from marine animals, but that it doesn't seem to work for snake venom because the proteins making up the venom won't sufficiently denature at a temperature likely to be bearable to humans. That suggests to me that if the device works for many types of insect sting then it's unlikely to be due to denaturing of the venom because they're made up of quite different compounds. That it should work for, say, mosquito, gnat or horsefly bites also seems inconsistent with that explanation because I'm not aware that they actually inject venom, though I may well be wrong there. I have a vague recollection that some biting insects inject some sort of anaesthetic, but I'd have guessed that when you start to feel the pain and/or itching from the bite it's because the body has broken down the anaesthetic. Again assuming the device works I'd imagine that might further support the hypothesis that the heat is blocking the body's pain/itch response.
James
