I've just found the following paper in arXiv written by a Spanish politician who is also a physicist. In it he claims that you can setup a sequential Stern-Gerlach-type experiment in such a way that the particles get energy from the measurement process, hence the title "heating the coffee by looking at it".
He admits that the energy has to come from somewhere and that somewhere is the S-G magnets, however he doesn't give a hint of how that could happen. I have forgotten a lot of the QM I learned from my undergrad days, although I can follow the paper more or less and it sounds a little fishy to me.
I think there is something very odd in having a background magnetic field and then the S-G magnets on top of it. For example, I don't understand how you can have states with spins perpendicular to the uniform background magnetic field right after the second S-G magnet.
EDIT: My question is, in a setup as the one proposed in the paper, is it correct to say that after the second S-G magnet the particles will have spins that are perpendicular to the background magnetic field?