Is there another host plant for the daylily leafminer? Or multiple hosts for that matter? If there are other host plants growing near and around the property, then the benefit of burning the leaves may not result in a great return. Mind you, I'd probably be doing it too or at least doing something comparable, but if the insect is thriving on some kind of pasture or ditch plant you may not see much benefit from the work. That would be something I'd want to know before I expended a lot of effort on something that may not give a good return for the work.