Todt's quite right to be looking into gloves. Under FIA standard 8856-2018, outer clothing needs to withstand fire for a minimum of 12 seconds, shoes for 11 and underwear/socks to provide an additional five. Grosjean was in the fire for about 30 seconds, well in excess of what his clothing was certified for, and as there's no additional underwear/sock layer under the gloves, it's little wonder his hands were burnt.
As for whether he should do Indy, IndyCar's safety team is probably the best there is, certainly far beyond what F1 has. They've multiple trucks staffed with firefighters and medics ready to be deployed at a moment's notice and are usually on the scene of an accident within seconds.