To solve the overheating problem of tiny oil ignition burners’ walls during the firing-up process in a 330 MWe tangentially pulverized coal-fired boiler, a numerical model of a tiny oil ignition burner was carefully built considering combustion, gas–solid flow, and heat transfer. Then, the burner location and oil feed rate were optimized based on the model to prevent the burner’s walls from overheating. The effects of the oil gun extension distance (100, 200, 300, 400, 500 mm) and oil feed rate (160, 140, 120, 100, 80, 70, 60 kg/h) on coal ignition performance and burner wall temperature were carefully investigated. The simulation results showed good agreement with the measured results. The results indicated that decreasing the oil gun distance within the burner diminished the flame length of the co-combustion of oil and pulverized coal, thus lowering the burner wall temperature. Decreasing the oil feed rate appropriately could also reduce the burner wall temperature without influencing the ignition performance. Considering both ignition performance and burner wall temperature, an extension of 400 mm of the oil gun location and an oil feed rate of 160 kg/h were successfully applied to the actual operation without adverse effects. Moreover, it is suggested to move the temperature monitor points from the burner upper wall to the burner side wall.