Burning Thighs is a Side Quest in Final Fantasy VII Remake during Chapter 9, allowing you to play the mini-game Squats!
This quest can be accessed inside Wall Market at the Gym. You must have completed the Underground Coliseum main story before being able to access this mini-game.
Squats Mini Game
The Squats Mini Game requires you to push select buttons in sequence whilst timing them with Cloud's movements. The game has three rounds that you can complete for prizes.
Your aim is to perform more Squats than your opponent in 60 second rounds. You have to press Triangle, Circle, X and Square to perform one Squat.
At the start of each round, you'll see a UI graphic that will help you perform the Squat, allowing you to get your timing correct. As you perform more and more squats, this UI will fade, making it harder to get a Squat.
If you don't press the correct buttons, or press them too slow or fast, Cloud will fail that Squat, fall over and you'll lose valuable seconds to your opponent.
In the later rounds, you'll also have to rapidly tap a key in order to power through a particular Squat. This can cause disruption to your Squat Rhythm.
In order to complete this Side Quest, you just need to beat the first round of Squats against Ronnie.
Squat Rewards and Rounds
There are three opponents to play Squats against. Each opponent is more stronger than the last, so you'll need to get your Squat timing down to almost perfect.
Round 1 - Ronnie (Trainee Difficulty)
The first round is easy. Ronnie will get about 14 Squats in a single minute, which you should easily eclipse. He falls over a number of times, so don't worry if you mess up.
Reward: 3 Mega Potions
Round 2 - Jay (Amateur Difficulty)
Jay will get around 26 Squats in and you'll also have to deal with spamming the A button at certain intervals. You can probably afford 2-3 mistakes in this round.
Reward: Luck UP Materia
Round 3 - Jules (Pro Difficulty)
The final difficulty is Jules. You can only afford one mistake in this round. Jules can hit up to 47 squats.
Reward: Champion's Belt