Looks like he was telling the truth. Here’s them messing around with a fryer in 2008.
http://www.youtube.com/watch?v=wOY4F2mKXYw
The fire is the result they were trying for and achieved. There was no safety concern and forethought other than a radio stunt. Earlier in the month they tried to set the van on fire and failed, they made a song about it.
M.J. doesn’t necessarily care if anyone get hurts during his stunts, in fact, he takes pleasure in it.