at my latest prenatal visit, i asked that question because my feet were very cold as they normally are anyway, and i wanted to use a foot warmer/massager. doctor OK'd it without a problem. she didnt tell me anything specific other than "thats fine" but i assume dont use it long enough to make you feel overheated.
today my boyfriend bought me the best foot warmer/massager system as well as a separate electric heating pad for my back since thats been achey as well. ive yet to use them but i will ASAP