Assuming that I took more than just myself, I don't think burning on a large stake would be a risk, we have automatic weapons. :)
That being said, your example proves my point, it would look like magic to those people who have no frame of reference.
BTW, firearms are a bad example of "looks like magic" to somebody 500 years ago. Those automatic weapons haven't changed much in 100 years, and single-shot firearms very similar to what we have today have existed for over 400, with gunpowder-fired projectiles around 800 years old.
The only significant firearm-specific advancement from 1600 to the late 1800s was the cartridge (which also made clips possible). Better metalworking techniques, etc., also helped, but those were general-purpose. At that point, the first self-loading firearm that didn't use human power to load the next cartridge (i.e., a semi-automatic) came along in the early 1900s. Since then, the change in firearms is almost identical to the change in rocket technology...scale is larger, and materials are stronger, but the design really hasn't changed much.