If you want something mechanical, I know there are thermal cut-off switches inside of hair dryers. The problem with that is, it's probably much too high a temperature for a GC.
EDIT: You can make it so a light comes on (which I think it would be better, so you have time to save) when the temperature gets too high by modifying my modification of Daftmike's low-battery circuit.
Just add a thermistor (a resistor that drops in resistance the hotter it gets) between the pot and ground. Then, mount the thermistor on a heatsink or something, someplace where it'll get hot. Run the GC up to the temp you want the warning to come on, then adjust the (multi-turn) pot until the LED comes on.
You should keep everything the same in that diagram, except change R2 from 10k to 1k, R3 from 10k to 33k, and run it from a regulated 5v source. I tested it in a circuit simulator and it works just fine.
bump. mario's idea sounds good, but I need to know what temperature the GC normally shuts off at.
So, I would rather find something that does the work for me. I don't want to waste time experimenting with making one when I'm sure there are many premade temp readers and circuit breakers.
I can't find any temp readers so I could record the temperature that the GC shuts off at. Anyone know where I could find one?