How frequently were heated metal torture implements used?

This is hard to answer with any degree of certainty. There are no sources to clearly document what torture methods were used in historic times and to which degree they were employed. There are however depictions and artefacts from various eras which give historians an idea.

Branding was quite frequently used on slaves to indicate ownership or transgressions as it is relatively easy to employ but not with the intent of torture. What is quite clear is that the methods employed were various so there wasn't any reliance on a single type of torture.

We can speculate. Hot implements may have been common during the inquisition but they could also have been during other times that we have less information on. We just don't know. In the end what it seems to boil down to is the personal preference of the torturer and in some cases executioner.

I don't have statistics on "absolute" frequency for any time period, but maybe I can answer for "relative" frequency.

According to this article, there were three degrees or classes of torture: 1) striking methods, such as whipping or beating that caused a lot of pain but did not necessarily threaten the anatomy, 2) crunching method such as racks and thumbscrews, and 3) anatomy-altering methods, especially those involving heat.

They are listed in descending order of frequency, because they required progressively more skill on the part of the torturer. Beating or whipping was "easy," most people know how to do that, meaning that such methods were the most used. "Heating" methods required the most skill and were therefore the most infrequent because the heat had to be carefully controlled to cause a maximum of pain, without actually causing the victim to die or become unconscious.

According to George Ridley Scott's book History of Torture Through the Ages - Chapter XVIII, branding was far more commonly used, almost exclusively used, as a form of punishment by torture rather than as a means of obtaining a confession or other witness testimony. The branding iron was used to mark convicted criminals in a fashion that, before extensive paper records and electronic communication, was effective in ensuring that repeat offenders were accurately identified:

Branding

This punishment was at one time widely practised in England. The irons employed bore marks or letters of various kinds, for use according to the nature of the offence. The inside of the left hand was usually chosen as the place upon which to apply the hot iron. Rogues and vagabonds were branded with the letter R; thieves with the letter T; and those guilty of manslaughter with M. The objects of branding were twofold. There was the punishment effected by the red-hot metal being impinged, none too gently, on the skin; and the marking of the criminal so that if he again be apprehended for some offence or other, the court would be aware of his previous misdemeanour.

....

In France, for all kinds of minor offences, the punish- ment was branding with the fleur-de-lis. In Russia this form of punishment was widely practised in the fifteenth, sixteenth, seventeenth and eighteenth centuries. In addition, slaves, as a matter of routine, were branded on the forehead and cheeks.

The implication seems to be that other forms of torture, such as the boot and the rack, were far more effective at obtaining confessions and witness testimony than branding irons.

Torture of the Boot

The torture of the boot was considered by contemporary observers to be the " most severe and cruel pain in the world." So dreadful was the sight of a human being suffering this torment that, says Burnet, " when any are to be struck in the boot, it is done in the presence of the Council, and upon that occasion almost all offer to run away." For this reason, an order had to be issued compelling a number to stay; without such an order the board would have been forsaken.

This instrument of torture was an iron container made in the shape of a boot and designed to encase the naked limb from the foot to the knee. Wedges of wood or metal were inserted between the flesh and the sides of the apparatus and driven in with a hammer. The flesh was lacerated and often the bones were crushed and splintered in a shocking and dreadful manner, the terrible punishment continuing until the victim confessed. It was rare for anyone who experi- enced this torture to be other than a cripple for the rest of his life.

Holding the Feet to the Fire

Scott goes on to describe a more common use of heat than by branding:

There was, however, a "torture by fire," which constituted one of the three favourite torments employed by the Inquisitions of Italy and Spain, also, more rarely, by those in other countries, to force their prisoners to confess. The accused person (the torture was applied to males and females alike) was fixed in the stocks. The legs and feet were bared, and the soles well-greased with lard. A fire was lighted and the feet literally fried by the heat to which they were exposed. When the prisoner began to cry out in agony at the intolerable heat, a screen of wood or metal was placed in front of the fire and a demand for confession made. If this was refused, the screen was removed and the prisoner again subjected to the frying process.

Perhaps our society has grown overly squeamish; if the most horrific torture we can conceive of was routinely used in earlier times as both a routine medical procedure to control infection (with no anaesthesia beyond a double shot of brandy) and as a standard penalty for both major and minor felonies; and actively disdained as an ineffective means of torture.