I haven't tried this myself, but I read about a trick that demonstrates the Demon. You take a tube of graphite lubricant powder like this, and barely poke a hole with a pin near the crimped end. Set it in a fixture with the dispensing hole pointing up (with a cleanly cut opening) and place a tiny ball bearing on top of that. Over time, the ball will supposedly be forced up and emit tiny puffs of air.

The flat graphite powder allows faster warm air molecules to enter and not exit, building up pressure.

Like I said, I haven't tried it yet. It might require a video camera to watch it closely and have some kind of a light-based trigger mechanism to sense when the ball moves, as well as a lot of experimentation with pin holes at different levels of the graphite inside, as well as temperature stabilization to ensure it isn't just expansion inside the tube.