For a number of reasons, I'd prefer the metal be gold, but another lustrous, chemically inert metal will also be fine - silver can't be used because his species cannot tolerate silver.
ETA: A friend has just told me that gold leaf could be heated hot enough to burn without actually having to be molten. If this heated gold leaf was pressed against the skin, would the pathology still be the same - ie burn through the flesh hideously, or would it adhere neatly to the outside, or a mixture of the two? Would the metal poisoning case then apply, if the gold leaf was left embedded in the skin for a couple of days? I understand this would interfere quite badly with healing, but would it render the region unusable?
1) Is there a significant risk that metal poisoning will occur? Will enough metal enter the bloodstream for severe adverse effects to occur?
2) Is it possible that the metal will remain on the skin for a long period of time afterwards, creating shiny marks? I understand that it will eventually flake off, but how long will the metal be bound for, if at all?
3) What sort of marks will this eventually leave, assuming the wounds don't become infected?
4) What kind of burns will develop, and how will the injury progress - will the skin just crisp and burn under the molten metal, or will it go through normal burn pathology?
The setting is a steampunk version of ancient China. Magic is prevalent, and is capable of healing a very wide variety of physical traumas but is not so good at dealing with microorganisms or systemic failure. The torture is being administered by a doctor, or the equivalent, who is using his bare (heatproofed) fingers and treatment for the burns will be administered after the torture has finished.
Things I have looked at: the Wikis for gold and lead, various sites on gold casting, some of the little_details entries on toffee burns. Googled search terms like 'molten gold on skin', 'molten gold burns', 'effects of molten gold on skin', 'gold melted onto skin', 'molten plastic burns'. A pathologist's report of what happened when molten metal is poured into a body cavity.