I spin fire for fun. Staff is my instrument of choice. I spin kilted, btw.

I wear cotton because is it slow to burn, even when lightly splashed with a flammable liquid (the liquid burns out faster than the material heats up). I know, because I got a sample of the material I was going wear while spinning and did a variety of flame tests on it.

I'd recommend doing the same with any material that might be exposed to open flame. Get a sample of the material from a fabric store and cut it into handkerchief-sized squares. Fire up the bar-b-que grill and (using oven mitts and tongs) try burning the material dry, damp with water, wet with water, splashed with lighter fluid, soaked with lighter fluid (and optionally, treated with flame retardant).

My technique was to get a flame going in the grill, put a rack over the flame (so that the flame rose up to the rack) and lay the material on the rack.

What you'll learn is how much time you have in different conditions before the material flares up or melts.

My short answer is: If you're going to be near open flame, wear dry natural materials (cotton, wool, or leather) -- the thicker the better.

Test a sample first to know how the material will react to flame.