BURN, LEO, BURN! Bummer for LEONARDO DICAPRIO, who was set to film a nude scene with four sizzling, naked hotties for his new “Wolf of Wall Street” flick when no-nonsense director MARTIN SCORSESE decreed that he and the nude beauties should get comfy with each other before cameras rolled.

“Leo shrugged, dropped his towel and strolled over to the naked girls,” said My WolfWitness.

“Plopping himself down on a black marble bench to chat, he suddenly howled and leaped up, clutching his butt!”

Massive camera lights had heated the marble bench to stovetop temperature – and suddenly, Leo was the sizzling, naked hottie, sporting his flash-fried-on-the-barbie bum!

Said my source: “The on-set nurse rushed over to slather aloe cream on Leo’s burned behind. And after a brief break, the thick-skinned star was ready to shoot his hot nude scene.”