Hello Quentin, and welcome to the friendly Camera Labs forum!
With a DSLR there's always the shutter (and the mirror) between the sun and the sensor until you press the shutter. As the focus-screen is transparent it will not easily get a hole burnt into it.
So unless you're doing some RSS (=really stupid stuff) like live-view or 1/10 sec shutter speed at fully open aperture, there should be no problem with a DSLR to shoot pictures directly into the sun.
Looky e.g. here:
, at F/8 (!)
Thomas (beware: Nikon-fanboy and moderator!) My Lens Reviews
, My Pictures
, My Photography Blog