It really depends on a lot of different factors. Single-digit Watt levels can burn you under the right conditions, though obviously it wouldn't be as severe as at higher power levels.
I was burned by ~300W in the specific cases I mentioned. I think it probably classifies as second-degree burns and (because I was young and dumb) I never did anything to help prevent scarring or heal the tissue besides basic first-aid. Safety first, everything else is secondary.
