I can't remember where it was, but I'm sure I saw something that explained that the Thermal Clips used a material that underwent a phase-change or endothermic chemical reaction when heated to absorb the heat and store in within the molecular bonds. The thermal clips are still hot when they eject, but they have a maximum heat — like how water will only reach 100°C at standard pressure, no matter how much heat you pump in (any extra energy/heat is removed by the steam) — so they will cool down, but won't be re-usable after that; you'd have to "un-bake the cake", as it were.