-This is a hot-burning reduction/oxidation reaction. It doesn't spark as a thermite reaction would, but still, don't do something dumb like put it on a wood table.
-KMnO4 likes to stain stuff. If it comes into contact with moisture it will form a purple solution that will render anything purple permanently (your skin will turn brown but that comes off in a few days)
-Non-science types don't understand chemistry. People fear things they don't understand. In other words, many ignorant people think chemistry is evil/terrorism/just plain bad, so don't do this around people if you know they are going to flip.
-I am not liable in the event of fire, explosion, injury, disability, death, act of God/Goddess, rabid squirrel attacks, subpoena, lawsuits, or any other dumb situation you might manage to get yourself in. Use your brain and use basic common sense
Warning: Science content!
If you want to figure out how to get a stoichiometric reaction (basically molecule for molecule reaction, most efficient burn) you can start with this equation:
14 KMnO4 + 4 C3H5(OH)3 --> 7 K2CO3 + 7 Mn2O3 + 5 CO2 + 16 H2O + HEAT
That calculates out to be 6 g KMnO4 for 1 g glycerin. Honestly, there isn't any point to weighting it out, it works just as well mixing approximate amounts.