You do not set yourself on fire By burning charcoal in a closed room you increase the carbon monoxide. When you inhale this for some time, your blood will not be able to deliver oxygen to the body anymore and you die of hypoxia. People actually die by accident from this, because they set up fires where the funnel is clogged, so it is definitely painless. Get a charcoal grill and a carbon monoxide meter to ensure you reach lethal levels. Seal the room, so no oxygen can flow in. SET UP WARNING SIGNS OUTSIDE OF THE ROOM. DO NOT ENDANGER OTHERS. Grab a bottle of wine and off you go. This is not advice of course and is purely hypothetically speaking.