I think the grease would make them pretty nasty. You don't need lighter fluid for a propane grill.
If you bury them (throw them out back under a bush) for a year then dig them up they might wash off. But are they attractive anyway?
You can always burn off grease by getting a wood fire going hot, then lay the lava rocks on top of the coals thinly enoguh that you don;t smother the fire. Heat plus air will reduce anything organic to coke.
Things go better with coke!
I would crunch them up and b ujry them as water-holding fine gravel or coarse grit..
I was starting my fall clean up when I found the above mentioned lava rocks and remembered I posted this question! Thanks for the suggestions. I have a shallow hole near one of my arbs so I'll probalbly use them for fill. I don't mind feeding any tiny critters as its far enough from the house. I'll have to look up up paramagnetic properties, Tropicalnut, maybe there is something better for them than fill.