This happened to my cat about three years ago. He burned all 4 pads of his feet after jumping onto our hot wood stove. I immediately applied ice wrapped in a towel and took him to the clinic. All they could really do is give him a pain relief medication and the put him on a light dose of antiiotics (the skin on his pads was burned off, so he had no barrier against infection, sorry if TMI)
It isn't advisable to bandage, as they wll just rip it off anyway.
It is, as i"m sure you can imagine, very painful for them though so I would take your kitty in, even if just for some pain meds to help him through the healing process.