heat therapy? Not an accepted option for a nodule. The key here is "inconclusive" -- if that means inadequate, repeat the biopsy. If it means "indeterminate" then there is a 15-20% chance of cancer and the only way for a definitive diagnosis is surgery. If the TSH (blood test) is low then an I-123 scan is indicated - as if the nodule is "hot" then it is not likely cancer. Your endocrinologist should be informing you of all this. If the nodule is growing and the FNA was indeterminate, then removing the nodule (surgery) is usually the best option. Particularly consider surgery if there are any compressive symptoms of shortness of breath, trouble swallowing or hoarse voice. If clearly benign, then sometime I-131 therapy can shrink nodules -- some may consider this "heat" therapy but it is not referred to in that way in the literature.
I have never heard of it, but I am also going through a similar situation, so I hope you get an answer, and if you do, maybe it could also help in my situation.