Clear soaps - how can I make my own glycerine?

I have been making Cold Process soap off and on for three years now, and so far I've been reasonably successful. I have space limits, and financial ones, but I love to experiment with new oils, butters, fragrances, and color techniques in my soap, and for the sake of experimentation, my batches are small - usually around 2lbs.

However, one thing with which I have not been successful was rendering my own glycerine. I'd like to make glycerine-based clear soaps, and liquid soaps. And lotions. And all sorts of other stuff. But I pretty stridently object to melt-and-pour that you can just... buy off a shelf. That takes all the fun out.

I have only tried rendering vegetable glycerine once, but it was a disaster that set into a hideous blob of Castille soap, burned a hole in my glove, and had to be thrown away.

Bearing in mind that I am best equipped to deal with small-batches using oils that you can find at Walmart (peanut, coconut , sunflower, olive etc.), does anyone have a reliable method for rendering vegetable glycerine? I would love to move forward in my soap making.

Please help.