The mirror of the DSLR surely helps alleviate such thermal issues. However, even these can be "overcooked" if you really try doing your best
The only camera I --literally -- put on fire was a modest Nikon D70 back in 2004, when I shot the Venus Transit. I had mounted a B.I.G. (
sic) 500mm f/5.6 Russian mirror lens on the camera, and overestimated the blocking capability of the filter over the lens. I sniffed burning electronics just in the nick of time to pull the card from the camera before open flames told the final fate of the poor camera.
This is the last image the camera delivered before meeting its maker. The CCD already showed strong signs of overheating .... Venus is the tiny dot on the lower part of the solar disc.