Plastic helmets would melt, and any type of metal would get way too hot. There's a reason foundry workers wear leather garments as protection against molten metals.
EDIT: it does appear that there are composites too.
The leather ones are mostly used in Canada - same could be said for several of the things they have on that show.
I've seen every episode of "How It's Made", "Modern Marvels", "How They Do It", etc, etc. The wife makes fun of me but that stuff is very interesting and better than just about anything any other channel (except CBS) puts out.