From the huge bucket of perler beads I got yesterday. They seem pretty small, I need to try stacking them. I think that would work better in the barbeque grill because they're pretty small and it's hard to move them when they're stacked. I will try pony beads since they have larger sizes, but I'll most likely have to do those outside because they smell when they melt.
One thing I did learn is if you go the toaster oven route, do not, I repeat, do NOT use an oven with convection that you cannot turn off. Things will not go well.
If you decide to try this, have fun! Let me know how it turns out for you.