I’ve seen that documentary, too. It aired on the Discovery Channel and was narrated by Jonathan Pryce. It was so good I sent an email to the channel praising it very highly and received a nice reply.
As jonbrawn said, the hypothesized wick effect was demonstrated to be correct. One other very interesting point was that the bones were being burned to ash as well due to the burning of the fatty marrow within them.
I think Cecil should do another update referring to this experiment.