i don't know for sure, but I would think it would be bad and unhealthy to burn incense TOO close to your cham's cage.. I would want good oxygen for my cham, you know? But that's me.. I , myself, don't enjoy breathing incense. I enjoy a hint of the aroma from a distance, but not too much to where I can see the smoke, if that makes sense? And imagine how brutally strong it would be for a cham and his/her little lungs.
That's just me though. To each their own, but I'd keep the incense at a good distance