I have had good luck using the file on my leatherman. It quickly makes a pile of mag dust without duling my main blade. I also like to do this over vasaline impregnated cotton balls which help keep the mag dust from blowing away. A bit redundant, yes, but they do help the cotton ball ignite, which then burns for some time because of the vasaline.
+1, I do the same except I use dryer lint which I add some mineral oil to, the lint catches the file shavings, the shavings catch even wet and your fire is off to the races.