The knife in your vid appears to be a throwing knife that is balanced-enough for you to do tricks with. I doubt that it was very sharp.
Not all knives will will have that centered balance, so I don't think you'll be as successful as you think.
Maybe you can drill holes in your throwing knife and then fill the holes with something like felt to absorb kerosene or lower heat fuels for fire effect.
If you really want to set yourself on fire, I would like to see the vid.