"Many fine Florentine Renaissance artworks were lost in Savonarola’s notorious bonfires — including paintings by Sandro Botticelli and Michelangelo Buonarroti, which are said to have been thrown on the pyres by the artists themselves, though there are some who question this claim."
Given that Michelangelo almost never did easel paintings (we know of only one certain example) and was focusing on sculpture at this time, it's highly unlikely that he consigned anything to the bonfire. Michelangelo's biographer, Ascanio Condivi, tells us that Michelangelo greatly admired Savonarola, and while Condivi's claims must often be taken with a grain of salt, there is evidence in his poems that the artist was, indeed, somewhat influenced by the fervor of the monk's piety and views on art. In one sonnet, he refers to his art as "a monarch for me and an idol" that was "laden down with sin."