Wow Necro-posting, but seemed better than starting a new thread for the same idea.
I have no idea if this is the most obvious thing ever (as it seemed after I saw someone do it.
If you heat up a frozen dinner in the microwave, and have a moderate distance to walk (like back to your desk), put the heated meal back in the box. The cardboard will help insulate your hand for the duration. (And though I have not had this happen yet, it would seem like if you were to drop it, the box would keep any mess contained more.)