If a salamander grapples a target, that target is presumably touching it. When does s/he take fire dmg from Heated Body? "When it touches" means exactly that, when it reaches out and touches the salamander. Not "while touching."
Keep in mind that the salamander automatically hits a grappled target with its tail, which has that fire damage baked in, so it's still gonna burn.
— Dan Dillon 👥 (@Dan_Dillon_1) January 28, 2020