Mateo will reach out and take one of the coals. He doesn't care about how hot it is or isn't; it's just important to do as She bids. When he has one, no matter how much it is or isn't burning his fingers, he'll pop it into his mouth and swallow, perhaps grimacing if it's particularly hot or cold. But he'll try not to react to it, no matter how much it hurts; fire can kill vampires, I believe.