Pauli I have the same Mac
Remember that any graphically intense game is going to push the limits of a machine that powerful that's also that thin. I have the 15" with the dedicated GPU.
Make sure it's on a hard, flat surface so it gets plenty of airflow. The fans will spin loud and it will get warm but nothing will be hurt. The mac will shut itself down long before any damage would occur. It'll also auto-throttle itself to prevent overheating. Feeling hot to the touch and the fan spinning loud is normal when using intense software.