who cares....the heat isn't gonna do anything to the amino acids that we use from the protein anyway. we make our own proteins to build tissue,,,,and we can burn about anything for energy, so I'd say cook away.
Lower intesity will burn more fat in a ratio compared to total calories burned.....but when you add high intesity, your "fat burning" RATIO gos down,,,but your burning so much more total calories that you end up burning more fat. Cardio sucks and is boring either way :)