I hope you went to a hospital to get checked out after that. Some of the gases from cooking li-ion batteries are poisonous, and can cause long-term damage.
Honestly, if you see a li-ion battery on fire, probably the best thing to do is to run. Throw it somewhere not-very-flammable if convenient, but get the heck out of there. And hold your breath.
I didn't go to the hospital. It was in a large well-ventilated room, so it was bad, but not awful (mostly could just smell something bad).
And it never actually caught fire. I did however throw it in a chamber we had fashioned for tests that might explode a battery (which this one was not supposed to be). One of my co-workers got the worst of it, and I think he ended up calling out sick the next day. I felt really bad about that.
*edit: Just wanted to add that your advice is still sound. I strongly advise against inhaling that stuff. Better yet, don't cook them, and don't deviate from your procedure just because someone came and asked you for help at precisely that moment.
Honestly, if you see a li-ion battery on fire, probably the best thing to do is to run. Throw it somewhere not-very-flammable if convenient, but get the heck out of there. And hold your breath.