After his experience on Norske Talenter (Norwegian Talents), Aaro put together an excellent post on performing with the Gora kit for Finesse diabolos, and even fire diabolos in general.
I was using normal string, but I think it is a good idea to change the string quite often, as it will get worn/melted a bit every time you juggle. Always have spare sticks around, and someone on the side of the stage that your diabolo is spinning towards. This person should also have a fire extinguisher or similar to take care of any nasty surprises. I had a luxury of having a trained stunt man on stage with me, but any person with hands and some basic understanding of fire should do…