Really?!

When mosquitoes bite you, they inject proteins under your skin to keep your blood from clotting. It's this protein that causes you to itch, but it can't survive at the moderately high temperatures a hot spoon can create. The bump might linger for a few days, but the uncomfortable itching should be gone for good!

Yeah science!

Reddit comments:

According to this paper, immunoglobulins (specifically IgG), the stuff that binds to the antigens introduced by a mosquito and cause swelling, start to denature at around 60°C (140 F, see page 401), which is probably not a safe temperature to expose your skin to.

As for your second question, it would take between less than one to 25 hours (depending on the temperature) to fully denature the antibodies (see page 399). Of course, it might take a bit longer since there's all that mass between the antibodies and the spoon, and you'll probably get some nice blisters in the process, but it gives a nice idea of how long you're supposed to place a heated spoon on a mosquito bite to reduce swelling. So technically, yes, putting a hot spoon on a mosquito bite could theoretically lessen the reaction.

...

Antibodies (or immunoglobulins) don't cause the swelling, and you wouldn't want to denature them since they help your body neutralize the foreign agents introduced by a mosquito bite. AFAIK histamine (what causes the itch) is pretty heat-resistant. That's why heat doesn't inhibit histamine-induced itches in patients with dermatitis but it does in healthy subjects. So heat doesn't actually destroy the protein that's causing the itch.

The reason extreme heat works for victims is largely because it shares the same nerve pathway as itches. By overloading the pain-itch receptors with pain-heat, the pain-itch pathway is eventually overloaded and shuts down.

And I don't know if the temperature required to denature alboserpin (the anticoagulant in mosquito saliva that our bodies react to) would be safe for us. Serpins are only sensitive to denaturation at temperatures above 60°C, and that temperature causes sublethal injury to red blood cells if exposed for 1.2 seconds and a 3rd degree burn on your skin if exposed for 5 seconds.

Source:

https://reddit.com/r/askscience/comments/1gr8em/can_putting_a_hot_spoon_on_a_mesquito_bite/

I tried this last night on some extra big itchy insect bites, and I don't know about denaturing the proteins but it did provide some relief! It's free, and unless you use boiling water pretty safe so I'd say it's worth a shot.

That is excellent to hear. Thank you for sharing!