Jason, check out the BPL articles on alcohol burners and you'll be agast at what's in denatured alcohol besides alcohol: traces of benzene, toluene, formaldehyde, acetone, etc. In short, DA seems to be where toxic industrial wastes are disposed of. So don't inhale the fumes! The additives vary from batch to batch so there's no way of knowing, and it's not stated on the can. But if you go to their web site you'll get a better idea. (Sunnyside seemed to be the scariest).
The residue you mention is very slight when compared to that which results from burning Esbit, so I don't complain.
Since you're in Canada, why don't you burn pure Ethel Alcohol (I'm assuming it's readily and cheaply available there)? Here in the States it's called Everclear and can be had in some State liquor stores but is pricy.
Alternatively, some folks use a product put in gas tanks in the winter called HEET. It's a type of DA.
The brand of DA that comes in the orange and blue can is S-L-X. Seemed to be less dicy than Sunnyside if I remember right.