I always thought fire-walking was a Baltic thing. Michael Palin showed it for either Lithuania or Latvia in his TV tour of the new EU member states. I don't think it added a lot to the general knowledge of life in the Baltics but it was interesting that still people wanted to do it. It's a bit more ambitious than jumping over the Jonines bonfire on the longest day.
So I was a bit surprised to see it also occurred in Greece as well. An article appeared in the latest Hidden Europe newsletter. There it seems they choose a different day:
You can read a scientific explanation of why it sometimes works for those who believe it here, but it seems it may not work for sceptical scientists.Just north of the ring road (round Thessaloniki) is the small town of Langadhás, which this week comes alive for the feast days of Saints Constantine and Helen. The commemoration of the saintly duo involves a three day frenzy of folk piety, commencing tomorrow with a remarkable display of fire-walking. Dancing on hot coals is a fiery test of faith, yet the pious fire-walkers of Langadhás really seem to survive quite unhurt.
The Orthodox Church in Greece never seems quite certain what to make of the fire-walkers, refusing to endorse the Langadhás spectacle as evidence of the supernatural. The practice is not limited to this single Greek village, but pops up elsewhere in the southern Balkans, most notably in some of the deeply devout Orthodox communities of the Strandzha mountains in southern Bulgaria. In the village of Bulgari, a tiny spot tucked away deep in the Strandzha, the fire-dancers also come out to mark the feast days of Saints Constantine and Helen - but because Bulgaria still uses the Julian calendar for many ecclesiastical matters, the annual bout of Bulgari fire-walking is not till early June
Another interesting fact I discovered trying to find some photos is that there is a firewalking training institution in the US, (in California, where else). Some Lithuanian "graduates" now run their own "school". Their rather attractive website explains how overcoming your fears can be part of successful management training.

In the modern world of business companies are in the state of everyday struggle for market share, in the times of increasing global competition every day is a struggle: you either grow or drop, floundering or taking small steps is equal to defeat. Firewalking helped ancient warriors to accumulate determination and energy for victory.
We have developed special training programs for teams from business enterprises, operating in an especially competitive environment and facing uncommon challenges. We are ready to pass over the ancient wisdom, which used to be accessible only to the elite and which will help to mobilize the immense inner reserves of every person or a team.
Go for it then?