Now I'm no physicist, but wouldn't the heat of the "blade" still be capable of melting the door, unless the jedi applied enough pressure to actually collapse the blade?
Indeed. If I recall the scene in question correctly, they did seem to be quite ginger in applying pressure, appearing to let the heat do all the work. (Mind you, I haven't seen that movie in at least a decade and my youtube/google-fu failed to produce a clip)
I recall that on several occasions Jedi just shove the things as hard as they want into and through whatever they want. Especially in fighting the droids in the Clone Wars episodes.
I assumed the slowness of sliding the blade into the door in the scene you mention was due to the thickness of the door. It couldn't be sliced open because it was too thick, therefore you melt a hole into it.