Thirteen of them were taken to hospital and treated for more severe injuries after the incident on Tuesday evening.
A large emergency response, including 10 ambulances, arrived at the private event at around 18:00 (16:00 GMT).
The group walked over a bed of coals that was several metres long and felt pain shortly after, police said.
It is not yet clear if there was an issue with the set-up of the coals or with how the group walked across them.