The speed at which energy is released varies by altitude and speed. The Tunguska asteroid managed to reach just 10 km over the Earth's surface before exploding where the air is getting quite thick. What you want to do is rather than dive in head first just skim the atmosphere and drain your energy bit by bit. Once you're going slowly you can afford to go lower without burning up.
When astronauts return from space they have to carefully control how they descend and make sure that they don't get too low while they're traveling too fast. Otherwise they'd burn up.