So I have done some research on what the Great Bulls of Fire could be, and I have found the exact thing they make. It's called a torito, or basically a bull frame that has a bunch of fireworks placed around it. So it seems that Burnie and Ashley are creating a fireworks display that had been popularized in the 19th century for ceremonial purposes. If you look for Mexican Handcrafted fireworks on google, you'll find a wikipedia page that will have a picture of the torito.