If i connect a heat rock to a rheostat

[Moe]

will that lower the chance of it burning my gecko?

 

[BrilliantEraser]

The issue with hot rocks is that they have very inconsistent surfaces. One small area might be only 0.001 cm from the heat source, making that one tiny area very dangerous. So, no, a rheostat wouldn't help at all. In general, hot rocks are a big NO.