My only successful experience is with vaseline impregnated cotton :
I use those make-up remover cottonwool discs :
- I separate a disc in two discs,
- put a bit of petroleum jelly on a disc,
- squeeze the whole stuff in order to spread out the jelly
- and then tear it into pieces that I stuff into plastic straw bits (about 1.5 or 2 inches long).

And last time I tried, it easily caught fire with some sparks.... maybe not the first shower, but the second or third.
I just get the stuff out of the straw and fluff it a max.
And no, the cotton is not "soaked" with melted vaseline...

Hope it will help ...