Jedi would likely have to wait several minutes after cutting a hole in a door with a lightsaber to actually go through it, since the edges of the hole would still be red hot, amirite?

OR they surround themselves with cold air (using the Force) but you just can't see it

Lesser known fact

Most Jedi

with the noted exception of Anakin Skywalker

Are immune to heat

I don't rub my body against the door frame every time I go from one room to the next.