Brennan says:
Yeti's hair is flammable.
But his actual skin is inflammable.
Yeti uses this in combat. He lights himself on fire with a cigarette and then attacks people with his burning body. Yeti is not hurt. The flames do nothing to his skin.
Eventually his hair has burned away, but Yeti can always grow it back! His hair is gone, but look what he's gained: Victory. Over his enemies, that is.
Brennan says this is only his opinion about Yeti.