Sonic Mania

On the second act of the first level, Green Hill Zone, you will come across a spinning spiked bridge. Just across from this will be a box with a picture of a flame, this gives a flame shield. Just run back to that bridge and touch it to have it burn. The achievement will pop straight away.

Here's an awesome video guide by Eurydace of where the shield is and how to burn the bridge.

*And this can also be done in time attack mode, thanks to ArnaldoDK

This can be attained on the second act of Green Hill Zone.

Shortly into the zone you will come across a spiked, wooden bridge that rotates. Run past it until you reach a waterfall which has a monitor with a fire picture on it.

Smash it and run back to the bridge and step on it to unlock the achievement.

If you want this achievement more faster, start a New Game on Green Hill Zone - Act 1 as Knuckles, instead of Sonic, Tails and the other characters. The reason is because he has an exclusive starting point on the level, in which he will be underneath the Green Hill surface, which is a cave-like, underwater experience.

Playthrough normally and eventually after climbing up your first wall, which is essential to the level your playing, you will have to cross over a Spiky Log Bridge. Continue onward and you should see an area where you can glide to climb up, or you can continue running and fall into the water. Attempt to glide and grab the wall to climb up. You then need to jump, then glide to the left and jump and glide to the right to pass the spikes. Immediately you will see two items to break open. Ones 10x Rings and the others a Flame Shield. Grab it and then run right and you will see a Log Bridge that's just waiting to be cooked by yourself. Run onto it and you will burn two sets of bridges, giving you a guaranteed chance in getting the achievement.

If you want to know whereabouts the location is, I have a video I did for the game back in 2017...