Red LASER pens produce photons at one narrow frequency (~620 nm red light). That particular frequency is well reflected and not well absorbed by plain paper, so you would need alot of them to burn paper. If the paper has a reflectance to visible light of 95%, only 5% of the photons are absorbed. I would estimate you could probably do it with a few hundred of them.
On the other hand, if you had say, a 4 mW, 1 micron LASER pen (infared), you would only need about 5 to 10 of those (and it's cool to watch paper fry, paint peel and char on the wall, etc, etc.).