===== cigarettes/cigars/incense in bra/panties

I've also trying to think of something that could be used instead of
cigarettes, but all I could think of is short lengths of incense sticks
(say 6 or so) tied or stuck together and then lit.  What do you think?
I think a problem might be ensuring there's enough oxygen to keep them
burning.

I think having a lit cigarettes put in my bra or panties appeals
mainly because it is something burning, and because of the risk of
my underwear catching fire (you will have to watch very carefully!).
We need to find something that will burn slowly and steadily if we can -
perhaps cigarettes would be best if we can get hold of some that aren't
self-extinguishing (roll-ups perhaps?).

Instead of dropping the item in, maybe just dropping the ashes.
Maybe make a 6 cigarette bundle and drop the ash in.

We go for a walk, you're dressed in a fireretardant skirt/slip/blouse,
cotton panties and cotton bra.  Just before leaving the house I drop some
lit cigars/cigerrettes in panties and/or bra.  This may be best done
when there is snow on the ground, when things get hot, you can raise
your skirt and sit in a snow bank or we can dump snow in your blouse.
A park or place with a small brook might also work.

You just wear panties and bra.  We drop lit cigars/cigerrettes into
panties and/or bra.  We can have you bound in a position with arms and
legs spread or suspended by arms and legs.  When/as things get 'hot' you
ask for an appropriate fire extinguisher (cane, crop, whip, spanker,
etc) be applied to the 'hot' spot.  You must ask for each strike, ie
cane-bottom, cane-right-breast, etc.  An option here might be to use a
very small amount of alcohol/lighter fluid to make complete
extinguishment difficult, but easy with a safeword.

We could fasten the cigarette/incense stick, etc to the outside of the
material or even insert it through the material.  If the material is
thin enough (or thick enough as the case may be), enough heat would
penetrate the material to cause 'discomfort';) Again, careful watch
would be needed in case of fire.