As food proteins can be destroyed at high temperatures, it is hypothesised that when cooked at high temperatures the protein may no longer cause an allergic reaction. This hypothesis has been supported by the results of two recent studies published in The Journal of Allergy and Clinical Immunology.

A study conducted at the Mount Sinai School of Medicine, New York, found that many children with a milk allergy could tolerate products containing heat treated milk, but few could be desensitised to untreated milk. Similarly, a study by researchers at the University of Athens, Greece, showed that gradually exposing children to products containing egg baked at high temperatures may help a substantial proportion of them overcome their allergy.

References:
Nowak-Wegrzyn et al. 2008. Tolerance to extensively heated milk in children with cow's milk allergy. The Journal of Allergy and Clinical Immunology. Vol. 122, (2) pp 342-347.

Konstantinou et al. 2008. Consumption of heat-treated egg by children allergic or sensitized to egg can affect the natural course of egg allergy: Hypothesis-generating observations. Journal of Allergy and Clinical Immunology. Vol. 122, (2) pp 414-415.