Are you in a position to try this?

I live in a high-density housing area, and roaring fires - even in emergencies - would be a problem. Getting combustibles would be a problem. And while I trust myself, I see no reason for strangers to trust my ability to keep from burning down the neighborhood; and I'm scared at the thought of a neighbor building a roaring fire.

Too many rocks explode when heated. I doubt that concrete or bricks would, but I'm stuck on where I'd come up with them. (Frankly, rocks would be a problem, too.) And I'd still be concerned about concrete and bricks popping out of my pan.

And like another poster, I have no hope that hot rocks would heat a room. I've lived in houses where the only heat was from a wood burning stove (with a connection to a flue), and it takes a lot of wood and a lot of work to heat the room the stove is in. (This is in Texas, where overnight lows are the low to mid 20s - not especially cold.)

I'd want to try that before I had to depend on it - and I'm not in a position where it's possible to try it.