I think they're OK. I've heated rods to assemble them for years. An engine builder I know, whose engines have set some Bonneville records, showed me how to do it. It eliminates any chance of galling the pin as it presses through the rod and then slides into the piston. A galled pin will tear up a piston.
In a perfect world, they shouldn't be heated more than 400F with an electric rod heater and should not have any discoloration (the blue) but it happens if someone is doing it with a torch. If the whole end of the rod was blue, I'd be concerned.