That is the number one reason I don't use steam. Unless I actually touch my fingers with the iron, I no longer burn them.
I use to sew mostly clothing (and I sewed almost every day) and if I had to keep my figures up close, I'd turn off the steam until I got that part done, then I'd turn the steam back on.
I really like the elnan's idea with the dowel, though a ironing ham would work too.