I would absolutely not recommend heating Pyrex with any type of direct heat, ever.
That stuff goes off like a hand-grenade, highly dangerous - not to mention messy.
I've seen it happen too many times for it to be even vaguely worth the risk; even when accidentally placed on recently switched-off hobs.
Pyrex is a low-expansion glass. However, low-...
Strangely, it makes a difference where you are. American "pyrex" would be very likely to break, while European "PYREX" would have a good chance if heated gently. However I wouldn't recommend it even then. If you've got a microwave that would do a better job of reheating than the stove top and either sort of Pyrex can generally take microwaving