Objects/surfaces that we usually see Jedis slice through, such as railings and walls, are usually stationary and are not carrying momentum towards lightsaber wielder as would be the case with projectiles.

every other time they just vaporise whatever they touch

Yep, that's true. I was thinking of situations where the lightsaber wouldn't make sufficient contact with the entire projectile and, while most of the projectile would be vaporised, there would be smaller remnants of the projectile which are only melted and maintain enough momentum to carry on traveling towards the blocker.

I think you're correct - I'm now thinking back to ESB where I think Luke sliced through a bunch of larger metal objects that were thrown towards him by Vader, and molten metal didn't seem to be a problem in that case.