Can I put a disposable aluminum pan directly over a burner?
I wouldn't risk it. Aluminum melts at 660°C and a gas flame is much hotter than that. Of course, the heat dissipates rapidly when you go away from a small flame, but these disposable pans are awfully thin and can quickly heat a lot. They are meant for the oven, which practically never exceeds 300°C. 

If you really have no pan to melt it in think of some other alternative vessel. You probably don't need much melted margarine at once. Consider using a cezve, or a ladle (you will have to hold the ladle over the flame). Or you can try an oven-safe porcelain mug, but you risk discoloring the mug's bottom. It is less likely that a porcelain mug will be damaged than a thin alu disposable pan, but I still wouldn't risk an expensive mug.