This is a superhero universe. Superpowered Guy has come across a woman who was hit by a bullet (from a Glock 19) several minutes before he reached the scene. She's bleeding copiously, and having Awesome Superhero Powers of controlling heat, he cauterizes the injury with his super heatup hand (*cough*).
I know that cauterizing a bullet wound is a bad idea, since it prevents wound drainage, and seals foreign material into the injury (which promotes infection). But given that death from blood loss is also likely, could you conceivably use cauterisation as a measure of last resort? As I understand it, the leg would likely need to be amputated after this, but stopping the bleeding might save the victim's life. Is this right?
I'd like to check finally that my idea of the wound is plausible. The bullet struck the outside of the woman's thigh. This is a deep graze, rather than a puncture, so there is effectively only one wound site (not two for entry and exit). That seems to me slightly more susceptible to cauterisation than a puncture right through the limb. For story purposes I need there to be quite a lot of blood - would a wound like this do it?