If you're replacing any self injury with methods that cause pain without causing physical damage, it is indeed more acceptable and safer. No scars either. Self injury is causing an injury to yourself, eg a cut or a burn. Self harm can cover self injury, as well as harmful behaviour such as (don't worry about this - they are pretty much synonymous with one and another).

The hot water would be acceptable in a way, as long as you're careful. It takes varying amounts of heat to cause a burn such as a blister or damaged skin, and the line between you feeling pain from hot water without burning yourself and blistering your skin and in fact causing some serious skin damage is very thin indeed!