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I burned one's fingers when I had grabbed a hot frying pan.I felt pain.
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I burned one's fingers when I had grabbed a hot frying pan.I felt pain.
No.
I burned my fingers when I grabbed a hot frying pan. It hurt.

Don't mix personal and impersonal pronouns.
You don't need Past Perfect to make the sequence of events clear.
I felt pain is not wrong, but it is not idiomatic.

Clive
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exodus74 I burned one's fingers when I had grabbed a hot frying pan.I felt pain.
If you have two events that occur in a certain order, the situation in when-clause is understood as the first of the two. Because of this understanding, you don't need the past perfect ("had grabbed"), but just the past ("grabbed") in the when-clause. The order of the clauses does not change the meaning.

1. I grabbed the hot pan.
2. I burned my fingers.

When I grabbed the hot pan, I burned my fingers.
I burned my fingers when I grabbed the hot pan.
____

Similarly,

1. Laura heard the news.
2. Laura fainted.

When Laura heard the news, she fainted.
Laura fainted when she heard the news.
____

1. The police arrived.
2. The thieves ran away.

When the police arrived, the thieves ran away.
The thieves ran away when the police arrived.
_____________

If the situation allows it, you can show the reverse order with "had already" (past perfect) in the main clause, thus:

1. The thieves ran away.
2. The police arrived.

When the police arrived, the thieves had already run away.
The thieves had already run away when the police arrived.

by the time often substitutes for when in this construction:

By the time the police arrived, the thieves had already run away.
The thieves had already run away by the time the police arrived.

CJ
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Comments  
In which cases I can tell I had grabbed a hot frying pan ?
Consider these examples, in which the tense is necessary to make the sequence of events clear..

eg
It was 6 pm. I grabbed a hot frying pan. This means I grabbed it at 6 pm.

eg
It was 6pm. I had grabbed a hot frying pan. This means I grabbed it before 6 pm.

Clive
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Thank you I understand
 CalifJim's reply was promoted to an answer.

when I arrived the thief scared

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when I arrived the thief scared

No. Say

eg When I arrived, the thief was scared.

eg When I arrived, I scared the thief.