Big fan of burning here. I started with eraser burns and graduated to cigarettes after I became a smoker. The wounds are a real mess to clean up, gauze and bandages tend to stick to the scabs during the healing process. The scars last a loooong time so you can't do it in the same spot very much, but with cigarettes I can give myself dozens of burns at a time. Eraser burns are very slow and painful and take a lot of effort, but they require no fire.
Doubt any of this was helpful, but those are my thoughts. Take care.