Believe the man, he's just trying to save your life.

This is mentioned in Military Explosives (Department of the Army Technical Manual TM 9-1300-214), page 2-7:

1895: Liquid oxygen explosive (LOX), carbon black packed in porous bags and dipped in liquid oxygen, was introduced by Karl P. G. von Linde of Germany. LOX was widely used by Germany during World War I, and in the United States for strip-mining in the 1950's.

The subject is covered in greater detail in The Chemistry of Powder and Explosives, by Tenney L. Davis.

Linde's liquid oxygen explosive actually falls into the class of energetic materials created in 1871 by Hermann Sprengel and named after him. Sprengel explosives were unique in that they could be shipped and stored as two relatively harmless components, an oxidizer and a fuel, one of which was a liquid. The two components would be mixed just before use, creating an explosive.

Liquid oxygen explosives are very sensitive, and can be ignited by a spark or shock. A blasting cap or other detonator is not necessary.

So, if you like the idea of lighting a barbeque grill with liquid oxygen, I won't tell you not to do it, but I would suggest that you be very careful. Since Goble seems to have a good track record of doing this successfully, you should probably follow his advice: add the liquid oxygen to charcoal that already has some fire. Do not add fire to charcoal that is already soaked in liquid oxygen.

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