Yes, many. It's widely used on solid rocket motors, but it's considered a bad idea on liquid fuels because regenerative cooling is usually lighter, more efficient and easier to design and build. It's hard to get a rocket nozzle to ablate in such an even and consistent way that you wouldn't have to provide much larger safety margins than you'd really want to in a rocket.

Arguably, the solid rocket motor is in this vein. While I've never seen a design that consumes the outer shell, the inner material is designed to burn as completely as possible, and the chemistry and physical composition is even designed to cause the burn to happen in a proper combustion-chamber shape.