A cheap way to try out using heat with colored pencils and crayons is to use a small, inexpensive coffee warmer. Mine gets up to 130 degree (F), which is probably too warm, but it works fine as a way to melt wax to see what happens.
I sampled a variety of pencils and crayons, finding the Neocolors melting the quickest, but all of them worked to some extent.
I chose a $15 coffee warmer that was smooth on top. This one turns on when there’s weight on it, and it only has one setting.
This very, very quick drawing was done on drafting film with melted Neocolors and then scraffito techniques. Certainly not my best effort but overall fun and very creative feeling.
Doesn’t this one look like a coloring book? I drew in the horse first and then melted it afterwards, blending the colors with a clay shaper. Honestly, I’m not certain I’ve hit upon a look I like with using heat, but it’s very intriguing all the same.