You can unlock a Cheat called 'Flame On Mode aka Flame Grilled' then enable it in the secrets menu!
Go to the Wasteland and enter the Temple Of Life. Go to location with the Baton and go to the altars. Go into the 2nd from right alter! (Flame Grilled)
Gardelle County Jail (Helicopter Area) - Go to Dr. Death's Schism Gate and go to where you fight the helicopter and destroy it. Then, go to the tunnel to the right of the entrance. The "Secret Activated" message will appear.
PC and Remastered Location:
Temple Of Fire - Pool of blood room with the two blood waterfalls and two different ramps going around the room. Go up the ramp and shoot the second panel to open the passageway. Go inside and then proceed up the big ramp. Jump on the railing to the left and jump towards a hallway in the wall. You should grab the ledge in front of it. Pull yourself up. The "Secret Activated" message will appear.
Alternatve way is to come back when you have the flambeau go to the top of the blood pool room and enter the passageway, use the flambeau on one of the skin doors then it will lead you to the cheat location.