Lighter? My luck, I'd turn the whole bag into a raging inferno!
I usually either give those a gentle tug to see if it's just a renegade loose thread. Normally they pull right out. If not, I like to use nail clippers. I can get close enough to get rid of the thread w/o messing up my bag. Maybe using the lighter on the end of a needle or paperclip (like when you [ick] are trying to get a tick out of your skin) and zapping the thread with that would be a "bit" safer, at least for this klutz. :shame: