Most of the main branches of mythology have some variety of firebird in them, whether well-known or obscure. While the Norse mythology is oddly lacking in firebird figures, it does feature a lesser-known goddess whose story is a good example of firebird work.
Gullveig is only mentioned in one surviving myth, recounted in the Prose Edda:
She that remembers, the first on earth, when Gullveig they with lances pierced, and in the high one's hall her burnt, thrice burnt, thrice brought forth, oft not seldom; yet she still lives.
Heidi they called her, whitherso'er she came, the well-foreseeing Vala: wolves she tamed, magic arts she knew, magic arts practiced; ever she was the joy of evil people.
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So, review: a powerful seid-worker with a bit of a one-track mind is boring at a party and so Odin sets her on fire repeatedly (Man, remind me never to go to his parties.) and this allegedly started the Aesir-Vanir war. Seems a little over-reactive on Odin's part, doesn't it?
If you want an allegory, instead consider that what she was trying to do was teach him. Odin was interested in learning every bit of magic he could, and the Vanir seid magic seems to have fascinated him despite, or maybe because, it was limited to women. And yet it can't have been easy for him to submit to a Vanir and a woman besides- we know he eventually learned it from Freya, but he had to dress and live as one of her handmaids to do it, and Loki wouldn't have tried to mock him for it in the Lokasenna if it wasn't considered a little odd.
Gullveig tried to teach him a different path of seid from Freya's sex-flavored practice. Hers was more alchemical, almost - in alchemy, remember, the search to turn lead into gold was a metaphor for the refinement of the soul. Frustrated with Odin's unwillingness to understand the metaphor, Gullveig resolved to show him.
She had to burn three times to get the point across, and even then it was Loki, not Odin, who understood what she was offering. (Though from my experience with Odin, I can see why alchemical sex magic suited him better in the end...)
Gullveig was the first goddess in the Northern tradition to reach out to me, and she remains one of few I deal with regularly. She helped me take the first steps from being drawn to the firebird to actually doing the work - seeing the patterns in my life, strengthening the healthy patterns, dulling the unhealthy ones. All archetypes have strengths as well as weaknesses. Knowing both keeps you from playing out the old stories again too easily.
I still go to her when I'm dealing with necessary sacrifice; she taught me how to mourn the person I was leaving behind, and still continue forward. The process of becoming is never truly finished. When I finish burning, I've started to gather kindling for the next fire.
She likes the sacrifice of irreplaceable things that you really shouldn't have kept. I gave my ex-boyfriend's letters to her. I call to her when I'm re-organizing, sorting through old things, deciding what to keep. I called to her a lot when I was getting ready to move last fall.
She is the one who says, "Let it go."
She is the one who says, "Let it burn."