Oh no, poor little Rocky! That would scare me. I remeber when my cat I had as a teenager walked on our stove. She was so furry that it only singed the fur on her paws, but the smell....

This same cat also walked by a candle and burnt the fur on her tail. She was a very furry cat, and we didn't notice until we again smelled burning fur. Luckily, it was only her fur again, she didn't even notice!