Arya is clearly in contact with the fire in season 8 Episode 5, “The Bells”, but the next we see of her she is fine again. How did she not get burnt?
Arya dives down an alley off of the main street and so is out of the main brunt of the dragon fire. In fact the dragon fire in general doesn’t seem to do too much damage to stuff off of the direct course of it. On top of that she then shelters behind a large rock.
Then using this excellent analysis from movies we can see that the flames passing in front of Arya are merely a camera trick and that in actual fact the flames weren’t actually that near her.
This makes sense as Arya turns a corner and so shelters against the wall and the flames would not get close to the near side wall and instead close in at an angle. To avoid showing off my excellent paint skills I’ll borrow the diagram from the other answer on that movies post to demonstrate this.
Lastly, we can clearly see that the rock Arya hides behind what appears to be unburnt and so that corroborates the theory further.