The chrome plating on your exhaust header and muffler is pretty tough. You can scratch it of course, but if you are careful you can remove the burnt nylon by warming up the bike (not so hot that you get burned if you touch the exhaust pipe) and using a common single-edge razor blade to remove the material.

I have heard of folks using a nickel as a scraper...but having tried this on a burnt plastic shopping bag on my muffler...I dont recommend it. I still got noticeable scratches. The razor blade is your best bet.

After you have gotten everything off that you can, use 0000 (thats FOUR zeros) steel wool to clean up the area.

The trick here is to be patient , use the blade on at least a 45 degree angle, and work small areas at a time. The faster you go, the more scratches you'll end up with.

Melted the sleeve of a Jacket, on the header once.
Here is something that might work.

Had some, ‘hard’, hard wood, scraps laying about.
Took some, and sanded out a end on the belt sander,
and made a, ‘point’ to it.  like a chisel point.

Heated the header, (running),
used the pieces of wood, and scraped.
Had a couple, and as one would, ‘burn’ the edge,
Just sanded it some more. (the wood wedge)  It worked.

But, would, start and stop, the MC, because I wanted that stuff, ’soft’  not burnt.

Then a Little, ‘Flitz’, (when cool), to clean things up.

Here is the stuff I use:
https://faultless.com/product/hot-iron-cleaner/

Get the pipe HOT.
Get an old terry cloth towel/wash cloth.  Fold over a few times so you don't burn yourself.  Put some goop on the towel, rub like crazy.

Oven cleaner.
Heat the bike/pipe.  Spray oven cleaner on a damp terry cloth towel or wash cloth.  Lay the damp towel loaded with oven cleaner on the area and let it sit for a few minutes.  Then scrub it with the towel or a different wet terry cloth towel (the coarser the better) and a lot of stuff comes off.  My rain pants melt on the header almost every time I ride with them.  I added a heat shield to cover my Dyna joint but the space between that and the stock heat shield (where the header bends) is still exposed and will melt anything meltable that gets on it.

Be sure the towel is folded a bunch of times to keep from getting burned.
Spray enough oven cleaner on the towel to build of a pile of foam.
Don't spray directly toward the bike or you may damage other finishes.
Like brake fluid, keep the oven cleaner off any paint.