Macbook Pro Retina 15" nearly burning my fingers, is this normal?
From what I've seen so far from others with the same laptop is that it's normal.

One possible fix/improvement to this is the latest Apple SMC update which contains some fixes for this: http://support.apple.com/kb/DL1559

It also reduces the amount of noise your fans start making with even a little bit of load so it is quite useful.