I tried a test with teamviewer connection first with iPad Pro and then my PC. In both cases, my phone (Samsung Galaxy s9+) heats up very rapidly. Is this usual or did I miss anything? Many thanks in advance.^^
I'm afraid that this is not a normal phone behavior. Please consider that the device workload depends on many parameters, one of them is the type of connection. If for example you are connecting over 4G is different from connecting over WiFi.
One other aspect is the free available resourses of your phone, like if exist the required RAM, what other apps running on the background, if the CPU is working for other apps at the same time and others.
Please try to apply the latest updates (if you already didn't apply), reboot the device, reinstall the app, and see.