Well, I've never done this, but that doesn't mean you shouldn't.
It's important to remember that with (IMG:
style_emoticons/default/922.gif) the main rule is 'what feels powerful to you'. If you feel adding these Enochian symbols would really buff up your sigils, then I'd say it's something to try.
The only real downside that I see is on the forgetting part. If you grow too familiar with these Enochian letters then it could be hard to focus on your sigil without recalling original intent.
As for burning them, I have before, but I usually don't. I just throw away the pieces of paper that I use to formulate the final draft of the sigil. Then again, what feels 'magical' to you is what's important in your workings. If burning them gives you the right feeling, then by all means do so.