How does a gas grill starter spark work?
Almost all are piezo-electric. Check this Wikipedia page for info:

Piezo ignition is a type of ignition that is used in portable camping stoves, gas grills and some lighters. It consists of a small, spring-loaded hammer which, when a button is pressed, hits a crystal of PZT or quartz crystal. Quartz is piezoelectric, which means that it creates a voltage when deformed. This sudden forceful deformation produces a high voltage and subsequent electrical discharge, which ignites the gas.

And as Christopher Biggs commented: 


  the dielectric strength of dry air is about 33kV/cm, so if the spark jumps 2mm it has to be at least 6600v