By checking the file called stat in Documents/Zojoi/Shadowgate on your computer you can compare this list against what you've already burned (unless this is your very first playthrough). Open the file in Notepad or Word and do a search for pyro_.
Remember to save before burning anything so you don't miss any spells and important items.

These don't count: torches, logs, the bonfire and the candles
These don't count: Halloween mask (two parts and one whole mask) and the bag behind the Trick-or-Treat door

These only count once: scrolls (open/closed don't matter) and the flute (number of holes don't matter)

If you've gone through the list and you still don't have the achievement, try to burn the items I excluded or find the few missing items I've yet to find. When I made this list, I reset my stats so I started out with nothing. When I got the achievement (after burning the kane) I had this list minus #28 (I don't remember if I burned that one or not during my run but it's not in the file I used). When I used my original stats again, I got the achievement when burning #28 (missing from the first run) and #58 wasn't added to the file despite burning it several times. It's possible other items I've burned in both runs belongs in the list but I've no intention of doing other reset stat runs until they all show up. If you do find more, please leave a comment with its number. Just burn an item not yet in the list, open the stat file, look for a new pyro-number and let me know.

These six items don't show up with a pyro-number but can be found just before the pyro_ starts in the file. I think they all count towards the achievement, I know the kanes does.
the two kanes (from a bag in the Store Room) (kane_1 & kane_2)
the two banners in the North Tower (banner_stairs_1 & banner_stairs_2)
the banner in the South Tower (banner_tower_1 or banner_tower_2)
the banner in the West Tower top landing (banner_tower_1 or banner_tower_2)

Pyro_10 & pyro_11 may have been mixed up with each other when I made the list, same with pyro_20 & pyro_21 and pyro_31 & pyro_32. That's why they have a *.
I don't think you need to burn ALL the items in the game to get the achievement, since I'm still missing a few in the list.

pyro_01: Antechamber, carpet (needed for the Good Housekeeping achievement)
pyro_02: not yet found
pyro_03: Passage, wraith
pyro_04: Sewer, scroll (Entraiz spell)
pyro_05: Wizard's Den, scroll
pyro_06: Small Hall, bag
pyro_07: Small Hall, scroll in bag
pyro_08: Cellar, scroll (Aggaap spell)
pyro_09: Captive, blindfold
*pyro_10: Hideaway, scroll (Myyxx spell)
*pyro_11: Hideaway, scroll
pyro_12: Crypt, mummy 1
pyro_13: Crypt, mummy 2
pyro_14: Crypt, mummy 3
pyro_15: Crypt, mummy 4
pyro_16: Crypt, scroll on floor
pyro_17: Crypt, scroll in bag
pyro_18: Crypt, bag
pyro_19: Mirrors, broom (needed for the Good Housekeeping achievement and the Halloween costume)
*pyro_20: Circle Chamber, scroll
*pyro_21: Drawbridge, scroll
pyro_22: Grand Hallway, banner 1
pyro_23: Grand Hallway, banner 2
pyro_24: Grand Hallway, banner 3
pyro_25: Grand Hallway, banner 4
pyro_26: Grand Hallway, carpet (needed for the Good Housekeeping achievement)
pyro_27: Library, left book on desk (Placleer spell)
pyro_28: Library, right book on desk (needed to open the hidden door)
pyro_29: Library, book on left table
pyro_30: Library, book on right table
*pyro_31: Library, book in desk
*pyro_32: Library, parchment in desk
pyro_33: Strong Room, parchment in desk (used to make the map)
pyro_34: Alcove, Black Axe parchment
pyro_35: Study, scroll in the globe (Exquish spell)
pyro_36: Laboratory, dog-like carcass
pyro_37: Laboratory, spider web 1 (needed for the Good Housekeeping achievement)
pyro_38: Laboratory, spider web 2 (needed for the Good Housekeeping achievement)
pyro_39: Laboratory, spider web 3 (needed for the Good Housekeeping achievement)
pyro_40: Laboratory, spider web 4 (needed for the Good Housekeeping achievement)
pyro_41: Banquet Hall, scroll
pyro_42: Empty Room, couch cushion 1
pyro_43: Empty Room, couch cushion 2
pyro_44: Empty Room, scroll (Sparrx spell)
pyro_45: Empty Room, ripped parchment (part of Magj'ryk spell)
pyro_46: not yet found
pyro_47: not yet found
pyro_48: Music Room, scroll (Acensur spell)
pyro_49: Music Room, score (paper with music)
pyro_50: Music Room, flute (one hole)
pyro_51: Inner Sanctum, scroll 1 in chest (Runy'tr spell)
pyro_52: Inner Sanctum, scroll 2 in chest
pyro_53: Inner Sanctum, right book
pyro_54: Inner Sanctum, left book
pyro_55: West Tower Landing 3, banner
pyro_56: Strong Room, ripped parchment (part of Magj'ryk spell)
pyro_57: Empty Room & Strong Room, mended scroll (Magj'ryk spell)
pyro_58: Strong Room, book
pyro_59: Strong Room, bag in desk
pyro_60: Strong Room, blueprints
pyro_61: not yet found
pyro_62: Store Room, burlap tarp
pyro_63: Store Room, bag (with two kanes)
pyro_64: North Tower Landing 4, tapestry
pyro_65: Observatory, star chart
pyro_66: Observatory, scroll (Terakk spell)
pyro_67: Observatory, book
pyro_68: Inner Keep, bag
pyro_69: Inner Keep, scroll 1 (Crysalys spell)
pyro_70: Inner Keep, broken flute
pyro_71: Inner Keep, scroll 2
pyro_72: Battlement, dried flowers (needed for the Boon Companion achievement)
pyro_73: Watch Tower, bag
pyro_74: Watch Tower, scroll 2 (Flumoris spell)
pyro_75: Watch Tower, scroll 1
pyro_76: Ornate Chamber, book
pyro_77: Catacombs Tunnel, bag
pyro_78: Catacombs Cavern, bag
pyro_79: Upper Catacombs Hollow, scroll
pyro_80: Catacombs Cavern, scroll in bag
pyro_81: Catacombs Tunnel, scroll in bag
pyro_82: Upper Catacombs Hollow, book 1
pyro_83: Upper Catacombs Hollow, book 2
pyro_84: Upper Catacombs Hollow, book 3
pyro_85: Upper Catacombs Hollow, book 4
pyro_86: Alcove, scroll
pyro_87: Grate, scroll
???