I haven't heard of it, but I guess it makes sense. Like, it's not uncommon in the US to drink hot coffee in the morning when it's cold out if you're camping or in an outdoors environment that's hard to heat up. Delivers a big slug of heat directly to someone. But there's no real reason that it has to contain caffeine.
I don't know about Korea or other places, but Japan traditionally didn't go in for house insulation, aimed to use the kotatsu rather than heating the living space as a whole.
If you're concerned about collateral damage, the Hellfires in the package are probably desirable, as they are accurate and have a fairly small warhead.