Back on topic, I just watched the episode in question, and I'm thinking that it's ok to turn the grill on with the lid closed when you did as Alton did, and turned it on within a few moments from the time when you turned the valve of the propane tank. There wouldn't be enough time in the 10 seconds between when he opened the valve and when he ignited the first coil for the gas to build up and cause an explosion.
Here's my experience.
I worked in a small group within a large, geeky company. In this small group was a gorgeous, non-geeky woman who went out of her way to invite me to her place for a small barbecue. I imediately answered yes.
<long story short... the day of the barbecue>
As I was driving from my place in Kirkland Washington to Bellevue Washington I got very excited to see this woman out of the work environment.
When I was about a half mile away from her place I found myself stopped at a stop light. I was in the left-hand turn lane. Suddenly two fire trucks and an ambulance, all running hot, sped from right to left in the crossing street. Moments later I made my left turn and found myself about a quarter mile behind the fire trucks and ambulance. I looked at my printed directions and noticed that they made a right turn on the same street I'm supposed to make a right turn. Three blocks later they made another right turn on the same street I'm supposed to make a right turn.
Hopefully, you're getting the idea...
They stopped in front of her house. When I arrived I found was the first guest to arrive and the firecrew was doing what they do best.
It turns out when she turned on the barbecue, she left the lid down. She got distracted and walked away. Either the flame blew out, or she never checked to see if it was on. Five minutes later, she checked to see how the barbecue was doing and lifted the top. This created a spark which created a massive explosion that threw her back about five-eight feet. The barbecue was against the wall of her house. The explosion blew a hole in the house and its close proximity caused a cannon effect. The sudden stopping of the blast by the wall pushed the barbecue away and towards her, and it landed on her legs. It fried her hair; however, the blast did minor damage to her beautiful face, and fortunately, did no damage to her eyes, legs, back, etc.
She had no physical scars, but then she had no eyebrows either. Her long hair was singed to within four inches of her head.
The fire department had to axe several holes to ensure there was no fire in between the walls.
She took months to physically recover; but she was emotionally scared long after that.
In observing the after-effects of this mishap, I now leave the lid open.