Yes that's what I do - given up with my domestic shredder as it's too slow, so I store the stuff up and feed it into a garden incinerator chunks at a time (too slow doing it sheets at a time) and stand over it with a garden fork to keep turning over the ash/paper mix - it gets hot enough for the paper sheets to spontaneously combust when exposed to air IYSWIM. Doesn't take long.
David