"burning incense" is correct and usable in written English.
For example, you might write, "I lit a stick of incense and enjoyed the sweet scent of burning incense filling the room."
In fact, Mannix et al. (1996) found that burning incense could generate even larger quantities of PM (an average of > 45 mg/g burned) than burning cigarettes (~ 10 mg/g burned).
"I'm burning incense up here in front".
But she found that burning incense in it is problematic.
A priest precedes the bier, pouring libations and burning incense.
Why is s/he burning incense in the bedroom?
Sticks of burning incense had been wedged into the coffin to fight the awful smell.
Curls of smoke wafted the subtle scent of burning incense through the apartment.
Then there was the smell of burning incense, which reminded me of the smokiness of chocolate.
The wails of snake-charmers' horns mingle with the smells of cow manure and burning incense.
"Please refrain from chanting, singing, burning incense, audible prayers, whooping, hollering, rattles or drums".
Yet we know how exactingly he built it, burning incense even out of doors to diffuse the light.
