Yes, that's the way I do it. However, my furnace (a little Lindberg Blue) is designed for this. The door is a wedge that fits into the heat chamber and there is a vent on the top, I guess to allow the lighter gasses to vent. If the furnace isn't designed for this I'm not sure how well gas will work. Keep us informed?
BTW, I use foil for blades because they wrap so well, but that's just me.