@dirrtydozen22,
Hard to form an opinion without having been there. Depending on the burn, a little yelp of pain and fear doesn't sound at all unreasonable. Also hard to control. If you had spilled one of those vats of boiling grease, you would still be screaming to this day.
You say your coworkers get burned as often as you. Who knows, maybe McD has some kind of safety problem that has slipped under the radar. Maybe McD workers are just careless. I can't tell from a distance, but these are things to consider before deciding what they could have done.
I might even wonder about the training and competence of this counselor. It could be some kid who was awarded a blue shirt for standing up to the pressure for two months without quitting or screaming. I mean, you are probably not dealing with a well trained professional in either counciling or labor relations.