Eddy!
You can burn on any surface that is created from natural fibers, including paper, velum, gourds, wood, bamboo, cloth I do believe that you can even scorch burn tin and copper but I haven't tried it.
Natural fibers burn, it's just finding a surface thick enough that will not burn all the way through and finding the right heat setting.
What you don't burn is man-made compounds as any form of plastic or composite boards. There you are burning either glues or acrylics which are toxic.
And you don't burn anything of unknown origin ...

If you are not sure if that board, gourd or paper has been treated with a chemical don't burn it! That can include heavily bleached papers, pressure treated lumber, wood with a finish already applied.
I think Nedra can add more here as she knows the toxic listings better than I.
Susan
FYI ... the term velum originally meant a paper like surface created from the inner membrane surface of a sheep's skin! During the skinning and tanning process that layer was removed, process and dried giving a strong but semi-translucent sheet that could be written on.