According to Rong Ruo, after his soul was imprisoned in the puppet, he had no control over his pupper body. It was only after Su Ruiying's actions that he was able to have control over the puppet.
When he was thrown into the furnace, he had no control over the puppet's body and could only resign himself to getting burnt. He was only able to escape when he suddenly gained control over the puppet and made a break for it.
Looking at the burn marks on Rong Ruo's back, Jun Wu XIe had an idea. She removed the clothes from her other puppet and tried to rub off the markings on its back with her hand. But it was to no effect.
The markings were made with an unknown material and had already bonded with the wood of the puppet. Trying to remove it was basically impossible.