An idea for the burning part could be, since they cooked the brother's dick still attached, that they decide next to cook the sister's vagina still attached too, for comparison.

Maybe they decide that there needs to be a taste competition between the brother and sister.

Then they could stick a metallic rod inside the sister's pussy and get it heating in the flame.

If you want her to literally be in the fire, maybe it takes them a few tries to find the right setup, and initially, they try to have her sit over the flames, but it starts hurting her legs like hell, she can't stand it and they fear her legs might get charred. So they end up having to hold her in place somehow with her limbs further from the actual flame.