I agree that no one should bring anything flammable into Adoration or to Benediction unless it is approved in advance.
I had a thought that might seem a little ridiculous, but I’ll throw it out and let you all chew on it.
In some of the Eastern religions, people offer incense to their “god” when they come to pray.
If I were the OP, I would be very careful because by bringing incense to a public place, you might act as a stumbling block to someone who thinks that you are worshipping in an idolatrous fashion.
We have many Asian Catholics in our parish, and I can’t help but think that they might be upset seeing someone do something that they associate with idol worship and heathen practices.
Think about dancing before the Lord. If someone KNEW that NO ONE else would be in the Adoration Chapel at a certain time, then I can see why they might wish to offer a dance to the Lord, in private, where only He can see. I think that would be a lovely way for someone to pray (preferably someone to whom dance actually means something, e.g., a professional ballet dancer).
But how many of you would be uncomfortable if someone started dancing in front of you and other people during a Benediction or Adoration time? I would be very uncomfortable, and I love dance (I can’t dance myself, but I love watching others dance).
If you are the only person at Adoration, and you KNOW that no one else will be there, and you have cleared it with your church office, then I can see burning incense to the Lord during your prayers.
I don’t know about the rest of you, but our 24/7 Adoration Chapel ALWAYS has someone in it, and often, there’s a crowd. In the last six years, I’ve only been alone in the Chapel once, and only for a few minutes, because sure enough, someone showed up, and then more people showed up. It’s really a popular place around town!