Rather than using dry-wall for insulation (see previous post), Graffunder safes and Amsec BF safes use poured-in concrete based composite materials. This requires an inner layer of steel so the gun safe body ends up being stronger and more difficult to cut into. The inner steel also prevents insulation from caving in like Type X drywall. Making safes with poured-in composite material is a slower and more costly manufacturing process, resulting in a superior product.
A less common form of fire protection is the use of a thermal blanket made from fiberglass or ceramic fiber. This is supposed to reflect heat away before it gets to the inside of the safe. I have no idea how well it works, but it does not provide any actual cooling effect like the moisture release from dry-wall or composite materials. Whatever heat does get inside, however, — mostly through the gap between the door and frame – will certainly be trapped inside. That will lengthen the time it takes for the safe to cool down after a fire.