Japanese Yamabushi practitioners often practice fire walking at festival celebrations.
The Yamabushi are a syncretic development of Shingon and Tendai Buddhist Mikkyo together with Pure Land and Shinto elements. From the 1200s they were ascetics who lived and practised in the mountains. Now they are often salarymen who do goma instead of playing golf. It is much much cheaper. Green fees are outrageous in Japan. dannye would not like it.
The Yamabushi practices tend to centre on Fudo Myo-o (Immovable Sovereign of Radiance) an important figure in Japanese Mikkyo or Vajrayana. Thin slips of wood that have written on them things people wish weren't going on for them are thrown into a fire. This makes everybody feel better because the fire is really big and a lot of fun. If this is done at a festival, everyone also feels better because there is a lot of saké. Yamabushi chant the mantra of Fudo Myo-o and walk on the coals.
Western tourists often want to do this too so the Yamabushi let them. Why not? It's easy. Just keep a regular pace. Don't stop. See? You're on the other side now! Yay! Have some saké!
Sure, alex.tan. "Come fire walk with me!" Have some saké.