It would be difficult to wire a regular outlet to burn up without intentionally (or accidentally) pulling too much current from it. But unfortunately not too difficult.
Conductor ratings are based on the wire sizes that allow it to dissipate the heat created in the wire by the small…minuscule…amount of resistance in the wire when the current being drawn from the load runs thru the wire. You can think of it exactly like a voltage divider circuit made up of a couple of resistors where one resistor is the plugged in regular load (big resistor) and the other is the wire (tiny resistor). By decreasing the wire size, the resistance increases in each section of the wire. And because you have current going thru a resistance you can use the I^2R formula to determine how much heat is generated in the wire itself.
If the wire diameter is small (hence has a higher resistance) it also has less surface area to dissipate the higher generated heat and eventually…poof!.. it burns up the wire. The current rating of wiring is lowered if you end up running the wire in ways that it wasn’t intended to be run - too many wires in a bundle, running wire in conduit vs free air, etc.
And since plastic is a great accelerant the wires insulation just keeps the fire burning.
Yes the current limiting devices (fuses, breakers) are designed to protect the wires of the things connected to it but that also includes everything including the devices connected to it as well. But obviously that will be true only if the designer of the devices made it rated for the same rating as the circuit protection device. And if not then a good manufacturer will use their own lower rated current limiting devices inside their device to protect it. Sonoff (and I presume Shelly) don’t.
So to answer the question “can I wire up an outlet incorrectly to make it burn up?” Absolutely.
Thinking about how the fires start in electrical circuits described above the way you cause your house to burn down unintentionally is to increase the resistance of the circuit but without also limiting the current draw of the circuit at the same time.
If you think about it a normal load is typically going to be an inductive load that is a motor (or less often but still common) are resistive loads like heaters.
Motors don’t like to run very well with reduced voltages supplied to them so the current draw on them will tend to increase as the voltage decreases so that they maintain a high enough torque to drive the load.
Even resistive loads still like to draw the same current thru it. Think of the voltage divider example. If the heater is rated at 1500w then at 120v the current draw is 12.5 amps and resistance of the circuit (disregarding the wire resistance for now) is about 10 ohms.
So, if when you make the termination of the wiring at the outlet you create a “high resistance connection” by using corroded/oxidized/old wiring or don’t provide enough of the wire to make good contact with the terminal or you don’t securely tighten down the terminal on the wire then you will have localized high resistance and that spot will have localized very high temperatures that might exceed the rating of the equipment. And of course even if it doesn’t happen right now and it only overheats a small amount every time you use the outlet those small overheatings will oxidize the wire/terminal plate and eventually make the resistance at the connection even higher incrementally until it does eventually burn up.
in the heater example if the resistance of the poor termination is 5 ohms and the heater is 10 ohms then the current thru the circuit will be reduced to 8 amps and the heat generated in the heater will be reduced to 640 watts which is well below what it’s designed to handle. No problem there.
BUT the heat now generated AT THE TERMINAL is 320 watts, and it’s enclosed in an electrical box so the heat has no where to go. So eventually that 320 watt heater inside you wall catches on fire.
Full disclosure, I’ve had a Sonoff Basic melt on me too. My son was using it to power a 120v air purifier (basically a fan with a filter) and it burned the solder trace up. The good thing is that now they actually use real wiring as the current carrying component instead of just heavy solder traces.
I have a few Sonoffs and Shelly’s powering LED light circuits. I’m OK with using them in those situations but not much higher than that.