I've tried with 3V rechargable cr123A (RCR123A -3,0V -500mAh/1,5Wh -Li-Fe) and also cooked it. Smoke came from the unit. The temperature sensor measured 48°C. It worked for couple of hours, the temperature came down to 36°C, but after that it stopped. The batteries were also warm. I will recharge the batteries and measure the voltage.
make sure that the batteries are 3v. if they are the correct batteries check that you put them in the correct position. it is strange that the device has gone up in smoke