If they're self heating then they'd need some kind of energy source like being connected to a battery and I think we can safely say we don't need to look at the rulebook to say that's illegal
I don't think it is anything particularly special. It just looks like some kind of thermal management for example, they're trying to keep heat in the brakes and out of the tyre or vice versa. Perhaps they can change the cake tin based on whether the tyres are getting too warm or are too cool, or the circuit's ambient temperature.