In one of his parables, Jesus did use the words "shall cast them into a furnace of fire: there shall be wailing and gnashing of teeth." (Mt. 13:41, 42) Jesus was using dramatic symbolism here. A "furnace" here represents not only pain, but purification. In a furnace, matter is turned directly into energy. And the same happens when a human being dies; she, as a Soul, has no longer any need for a "physical" body, but, as pure Soulmind, uses her lightbody or energybody.
A parable is by definition not a literal statement. So, he was not talking literally, but in symbol. These dramatic words were designed to indicate the painfear state that grips a person caught in negative karma. The pain can be as severe as that of being literally burned with a match, candle, or other fire. And negative karma does indeed create much "wailing and gnashing of teeth," representing deep regret for harmful behavior. For any hurtful action, if indulged voluntarily, will and must create karma. And the karma, also by definition, must be as painful as the agony caused to others by one's deliberate activity.