Probably the dialog is somehow bugged, because I've tried with either the #id method (on a div with data-role="page") and with the "static.html" method but sometime it opens, sometime not and the close button sometime close the dialog, sometime close the dialog and do a navigation -1, sometime close the dialog do a -1 and reopen it :|
I've tested on android browsers: native, firefox, opera mobile, skyfire and dolphin and every of them have a different behavior for it. ouch.