Are you using a thermostat you didn't say. The next thing are you sure it is a burn? What is the temp with out substrate at all IE what temperature was he exposed to? Royals sometimes can be quite pink when starting a shed cycle. I am not saying it is not a burn but trying to eliminate other possiablities.
I know that beginner keepers often jump to a dramatic conclusion. Good photos can be a huge help.
If (IF) it is a burn is there open wounds? Blisters or otherwise? Or is it just redness?