Unless they are heating a bit of you that don't have heat pain receptors...
Wasn't the big urban myth that staring at a leaking microwave could in theory give you cataracts for this reason?
I hadn't heard that, but even if it's true it would need to be an oddly narrow beam to not heat the rest of your face too. Perhaps if you were staring at a leaky microwave through a small hole made in the bottom of a Pringles can?
I guess once you do feel heat, you're already in trouble because much of the heat will have been delivered below the skin surface, where there aren't pain receptors.
Peter