How can I cover PCB burn marks to identify burns later?
Non-reversible temperature-sensitive labels are available which will change colour irreversibly if they experience a defined temperature. These for example are 14 mm diameter which should be small enough to attach near one of your transistors, or even on the transistor itself. 

Another option could be to slip a small piece of heat-shrinkable tubing over each transistor, maybe using a dot of cyanoacrylate glue to hold it in place. Standard heatshrink typically shrinks at somewhere between 70 and 120 °C, which is probably the range you would consider as overheating. If you observe that the tubing has begun to shrink, you know it's seen a temperature somewhere in this range. Note that anything that impedes airflow over the transistors could cause them to run even hotter, though.

Finally if you're concerned that these transistors run hotter than they should, you could fit them with clip-on heatsinks anyway as a precautionary measure. This will increase the stress on the solder joints and PCB tracks though, in case the equipment is likely to experience mechanical shock or vibration.