Since the 1.8.0 update my small furnaces are now using fuel. So are campfires , but tuna can lamps and Miners helmets are not.

"Entities that ignore fuel consumption": {
    "Campfire": true,
    "CandleHat": true,
    "Firepit": true,
    "Fireplace": true,
    "Furnace": true,
    "Lanterns": true,
    "LargeFurnace": true,
    "MinersHat": true,
    "OilRefinery": true,
    "Quarry": true,
    "TunaLight": true,
    "SnowMachine": true,
    "FogMachine": true,
    "CursedCauldren": true,
    "ChineseLantern": true,
    "Barbeque": true,
    "Chainsaw": false,
    "SmallGenerator": true,
    "HoboBarrel": true,
    "FlameThrower": false
  },​