Cyrus, all the information given above is good advice. Besides the high risk of possibly damaging your cast iron you also change the patina, something a collector will notice and would consider the piece ruined and not collectible. As Chris pointed out you cannot control the temperature in an open fire, plus, fire cleaned cast iron usually has a reddish hue to it after it's cleaned. I have no proof but suspect an open fire (campfire) has a higher presence of oxygen compare to a closed self cleaning oven and that the higher oxygen levels may contrubute to the reddish hue. After seasoning, the piece will not have that "deep" shinny patina but will usually be "flat" in comparison to a piece cleaned by accepted methods.
This probably doesn't mean much if you are keeping your piece of cast iron for your personal use but if you do happen to clean a collectible piece, whether you plan on keeping it for a user or later maybe selling it, you have changed, or ruined, its value.
This is just my opinion and observation.