Impossible, but I would ask your co-worker to demonstrate like Chris said. If he does volunteer supply him with the magnifying glass as you want him to actually have one. Here is why I say it is impossible.
The sun provides both heat and light needed to cause ignition. The light is concentrated through a magnifying glass or other convex lens (eyeglasses or binoculars and even water will work) there-by producing a build up of light (visible, IR, UV) and energy (heat, radiation) and causing ignition (in the case of paper 451°F) Water as mentioned will work, but only if thin enough. Take a look at a swimmer w/o sunscreen and you'll understand.
The moon simply does not produce either light or energy to cause ignition. Only the Sun does this.