Things have not been smooth as silk for "Dr. Silkini's Great Ghost Show." It has already postponed its opening at the La Palmas Theatre once and has had to postpone again to Wednesday. It seems the Hollywood division of the Los Angeles Fire Department is alarmed. "There are some pyrotechnical illusions that use live flame," said a spokesman for the show. "Someone is burned at the stake in the finale, and there's a point in a pivotal long routine at which the pyre is engulfed in fire." The Fire Department was not amused. According to the spokesman, LAFD offered three firemen to stand guard at each performance--one backstage, with appropriate fire-dousing chemicals, and two out front. That or no show. The cost: $4,000 a week. This time Silkini was not amused. Illusionist or no, he has yet to find a way to make the Fire Department disappear. He's now in previews re-working his effects. The LAFD inspector who has been dealing with the theater was not available for comment.