Well, I've worked on one of my experiments today. Finally we had some sunny weather around here. I got one of those magnifying glasses that had the two lenses that swivel out and can stack on top of each other. If you stack both lenses on each other, that will much intensify the beam.
I tried to use the beam to light a cotton ball soaked with vaseline (I heard about the cotton ball thing from the boards) and found that the cotton ball / vaseline difused the light too much to even get the ball smoking. Of course the glass would light just about any solid flammable objects.
About the Cotton Ball. It wasn't completely soaked with the vaseline and it still lasted about 15 minutes in the grill (ie, protected from any wind) and produced a flame about 7 inches high. The second ball lasted about 8 or 9 minutes when i brought it out into the wind. Plus it stayed lit (with flame) in winds up to about 20 mph or so. When the flame went out, it was still burning like tobacco or char-cloth.