Maybe, maybe not.
The trouble is, the cuneiform tablet with the evidence hasn't been translated yet. Let me explain by way of an example:-
On the 5th July 2007 I expect Dr Michael Jursa jumped a bit for joy in London on completing his translation of what is now known as the "Nebo-Sarsekim Tablet". This tablet confirms a name found in Jeremiah 39 verse 3. The King James Bible translators had not been sure how to separate the various names in the list of names, so the King James Version is wrong "Samgar-nebo, Sarsechim, Rabsaris..." because of Dr Jursa’s translation we now know it should read "Samgar, Nebo-sarsechim, the Chief Eunuch.." (because "Nebo" belongs to sarsechim and it is also now known that “Rabsaris” is not someone’s name but means “Chief Eunuch” in Assyrian).
So in what month had the Nebo-Sarsekim Tablet been retrieved from an archaeological site? Early 2007 maybe?? Not so. It was first found in the 1870s.
The point is there are thousands and thousands and yet more thousands of cuneiform tablets not on display but stored away in museums all over the world, waiting to be translated. The problem is the world doesn’t have enough cuneiform translators. Though it is true we don't yet have evidence external to the Bible corroborating the story of the three men in the fiery furnace, it is kind of misleading to simply assert "there is no extra-Biblical evidence". We are not likely to have it, because the potential evidence has not yet been translated: we haven't yet had a chance to translate the vast majority of the material from which such evidence is likely to arise.
Though we don't yet have specific corroborating evidence, there is a fascinating aspect of the events in the book of Daniel. I guess we all know that Shadrach, Meshach, and Abednego were thrown into a fiery furnace during the rule of the Babylonians and, later, Daniel was thrown into a “lion’s den” during the rule of the Persians. But please note that if it had been the other way round then we would be justified in having serious doubts as to the authenticity of the whole book: if the book of Daniel claimed that the three men were thrown to the lions under Babylonian rule, and Daniel had been thrown into a fiery furnace under the Persian rule then we would have good reason to doubt the author was familiar with the Persian Empire or Persian sensitivities.
This is because the Persians were heavily influenced by Zoroastrianism. Cyrus the Great was himself a Zoroastrian. And Zoroastrians (both now as also then) have a special regard for fire. For them fire is pure and clean. They have Fire Temples where they perform ceremonies. It isn’t so much that the fire is used in worship, as that the fire itself is reverenced for its purity. For instance, Zoroastrian priests wear face masks to cover their mouths when performing their rituals in front of the fire to make sure that they don't inadvertently spit or otherwise contaminate the purity of the fire. Much less would they think to throw a person or people into any fire, it would be sacrilege.
When we come across more and more of this kind of circumstantial evidence it has, or at least it ought to have, a cumulative effective upon us.
Why did the Babylonians have hot fires anyway? It’s been suggested: to produce the finish on the brickwork for their wonderful constructions such as the Ishtar Gate, with its glazed brickwork.
And why did they have a “lion’s den”? It wasn’t a place where lion’s chose to live; it was a place where lions which had been captured (or purchased from abroad) were kept alive until such a time as the King was ready to have a lion hunt. At the time of the lion hunt the King and his friends and bodyguard would be ready on horseback in some deserted place, the lion would be released, and then the lion would be hunted down and killed. You can see huge frescos of a lion hunt on the walls of the British Museum, London, from the time of the Assyrian Empire. The Babylonians adopted the same entertainment. In these hunts the King would be the one to finish off the lion, demonstrating his prowess, bravery, power, and his willingness to be the Protector of his subject peoples.
There is another possiblilty for the existence of the lion's den:-
The religious teacher Zoroaster was teaching well before Daniel. But Zoroastrianism is not today a truly major religion. How does it not have many more followers today than it does? It is supposed that one of the reasons that Zoroastrianism is not more popular is because of the way they dispose of their dead. Zoroastrians do not bury their dead because that would be to defile the purity of the earth, nor do they cremate their dead... that would be to defile the purity of the fire.
How then do Zorostrians dispose of dead bodies, both then and today? They give the body to wild animals to eat. This might be a reflection of the part of the world where it probably originated, eastern Persian/Iran, maybe Afghanistan. In the Himalayas even today the ground is too icy hard for much of the year to bury the dead. The body of a loved one is given (for a price) to a man who takes it up the mountain to be given, out of sight, to the wild animals. When the Persian and Median rulers came to Babylon, I'm speculating, they brought lions with them for their form of "burial". I suppose it would have been especially wanted for their royalty and elite: to "bury" their dead in this gruesome way privately away from the inquisitive eyes of the general masses of the people (and especially because many of these would not be Zoroastrian and thus would be even more inquisitive). The foreign Median and Persian rulers would want to minimise the possibility of the death of a ruler to become the cause of riotous celebration amongst the populace.
In short, Daniel was taken to the place where the dead of the Persian and Median ruling elite were disposed of.
It is noteworthy that when King Darius came to the den early in the morning he did not call for a light and look down into the den to see if Daniel was OK... he called out to Daniel (Daniel 6:19,20). The hint of Daniel 6 verse 19,20 is that there were no windows for simply looking in, the lions were not in cages to be seen and admired. They were out of sight. Is that not precisely what everybody would want if the lions had the gruesome task of eating deceased loved ones? If the lions performed the tasking of eating loved ones, then you really would not want either yourself or anyone else to even have the option to be looking on.
Whether this speculation is true or not, at least the book of Daniel doesn't make a major blunder and have Daniel being thrown into a fiery furnace during the Persian Empire. Nebuchadnezzar the Babylonian ordered the three men into the fire: he wasn't Zoroastrian.
Finally, there is a photo of archaeologist of Dr Clifford Wilson standing in a small room with high walls and no ceiling/roof, (and no door or windows(?), difficult to be sure from photo), essentially a pit, at the ruins of Babylon: he estimated that the surrounding walls were about 5 meters high. He suggests it is a lion's "den", a place to keep lions. The photo is on page 125 of "The Stones Still Shout" by Drs Clifford and Barbara Wilson, Pacific International University, 1999, currently for sale on amazon.com, and good value!