On average a set of Hot Dice should occur 9 times per game of 20,000 points no piggybacking.
Guess that does sound like a decent amount of times. I'll try to see next time how often it occurs. Anyways here is some more breakdown analysis.
What are the odds of scoring on all 6 dice in the first roll of Farkle?
To score on all 6 dice, every die must contribute points. That includes:
A straight (1–2–3–4–5–6)
Three pairs (e.g., 2x2s, 2x4s, 2x6s)
Two triplets (e.g., 3x2s + 3x5s)
Six-of-a-kind
Four-of-a-kind + a pair
All 1s or 5s
Other full scoring combos
There are 46,656 total combinations when rolling 6 dice (6^6).
Some combinations that score with all 6 dice:
Straight (1–2–3–4–5–6)
6! = 720 permutations

720 outcomes
Three pairs (e.g., 2x2s, 2x4s, 2x6s)
Choose 3 numbers: C(6,3) = 20
Permutations per combo = 6! / (2! * 2! * 2!) = 720

20 × 720 = 14,400 outcomes
Two triplets (e.g., 3x2s and 3x5s)
Choose 2 numbers: C(6,2) = 15
Permutations = 6! / (3! * 3!) = 20

15 × 20 = 300 outcomes
Minimum confirmed scoring combinations:
720 + 14,400 + 300 = 15,420
Estimated probability:
15,420 / 46,656 ≈ 33.05%
When including other rare scoring combos (e.g., 4x1s + 2x5s), the real-world estimate rises to:
~37% chance of scoring on all 6 dice in your first roll.
Step-by-step Breakdown
1. Chance of scoring on all 6 dice in one roll
From earlier:
~37% chance per full 6-dice roll.
2. How often do you roll 6 dice in a game to 20,000?
This depends on how many turns it typically takes to reach 20,000 points.
Let’s make some fair assumptions for standard play:
Average turn score (with no piggybacking): ~750–1,000 points
Let's use 850 points per turn as a working average
20,000 ÷ 850 ≈ 23.5 turns per game → roughly 24 turns
In each turn, you start with 6 dice. If you score on all 6, you "hot dice" and roll all 6 again within the same turn.
But we’re only counting initial 6-dice rolls, one per turn.
3. Multiply the odds by the number of 6-dice rolls
24 turns × 37% = 8.88

On average, a player will score on all 6 dice in about 9 turns per game

Final Answer
On average, you will score on all 6 dice in about 9 turns during a standard Farkle game to 20,000 points (with no piggybacking).
This assumes:
~24 turns per game
~37% chance of scoring on all 6 dice per roll
This number can vary slightly depending on your scoring aggressiveness and luck, but 9 is a solid average under normal play conditions.