I, too, have used heatsticks (information on their construction) and occasionally to directly heat up a mash. Once in a while, a grain will stick to the heatstick but as for scorching the mash, nothing.
Using the heatsticks to heat up wort, I found on the first set that the wort will build up on the elements, eventually leaving a burnt taste in some worts. By this point the sticks broke down and needed to be replaced. Since then, I clean the sticks to prevent buildup. Thus even here, no scorching tastes in the beer.
Going back to the original question, other than the occasional sticking of the grain, there should be no scorching as long as their is liquid in the mash