Biomolecules are remarkably fast (picosecond timescales) at dissipating excess heat into the solvent, like heat from an excited vibrational mode. In order to cause serious damage through unfolding, I think, you would need much higher intensities than a few milliwatts from a cellphone. Serious local heating requires visible, UV light and above. Sunlight, however, does massive damage to all parts of your skin, including base pair changes in your DNA beyond epigenetics but your body has repair mechanisms, which recover changes and/or destroy damaged cells. Proof of cellphone induced damage would be remarkable.