MIT News published an article recently hypothesising that early humans may have cooked their food in hot springs. They didn't have any compelling evidence, so I was sceptical, but people on HN dug up some interesting accounts that suggests this could be true:

From HN user tzury:

In the Talmud[1] they refer[2] cooking in the Hot Springs of Tiberius in a casual manner that makes the impression it was a regular thing to do.

From phonethroway:

Rúgbrauð (Icelandic pronunciation: [ˈruːɣprœiθ]) is an Icelandic straight rye bread. It is traditionally baked in a pot or steamed in special wooden casks by burying it in the ground near a hot spring, in which case it is known as hverabrauð or "hot-spring-bread".

From sfmike:

here in tamsui in taiwan they cooked eggs in the hot springs