No, it would not be possible for a giant entity, even one unaffected by heat, to pass its hand through the sun as if it were passing through fire. The sun is not simply hot; it is a massive, extremely hot ball of plasma. Plasma is the fourth state of matter, in which particles are highly ionized and can behave in a complex manner.
The sun's temperature reaches millions of degrees Celsius at its core and gradually decreases toward its surface, which is still several thousand degrees Celsius. Even if an entity were impervious to heat, the extreme density and energy of the sun's plasma would pose significant physical and gravitational challenges.
The sun's plasma is not like a conventional fire or flame. It is an incredibly dense and turbulent environment, subject to intense gravity and magnetic fields. Attempting to pass through the sun's plasma would likely result in the entity being torn apart, crushed by immense pressure, or otherwise disrupted by the complex interactions within the sun.
In summary, while an entity unaffected by heat may be able to withstand the sun's temperature, the other physical factors at play would make it impossible to pass through the sun unscathed.