I have seen one journal abstract where that that was used, but I don't know the details. There are better methods though, if you have the budget of a hospital or research center, such as IR lights filtered through water. There's also a article outlining various methods of inducing hyperthermia.
I used to take an ear thermometer in the tub with me, dunk my head, check temp in both ears to make sure I hit 102, then wrap up in bedding, fully covered, for 20 minutes or so.
Edit in reply to your edit:
Yes I also preheated water on the stove and had assistance from a family member, though technically no kettle was involved.
There are no doubt better methods if you have scads of money. If you don't, a bathtub and big pot on the stove, plus blankets, can readily get you there for cheap.
Going to a sauna with a thermometer would probably be the easiest route for many who want to try this. It was easier for me to buy a bunch of lights on amazon and do it at home. Cheaper, too.