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Making new candles from base components
The base components for making candles are parrafin and stearine (10% in comparison to the amount of paraffin used). The 2 are melted together au bain-marie.
Making new candles from old candle wax
Melt some old candles and/or leftover candle wax (unincinerated edges from candles that had too small a wick) by heating it "au bain-marie", use crayons for coloring, dump into any mould available. Use cotton twine for a wick. Drop ice cubes into the hot wax for a swiss-cheese effect.
Using leftover candle wax for other purposes
Leftover candle wax burns very fierce if it is burned with a flame that is placed below the wax rather than above it (as is the case with a wick). This makes it possible to make firelighters from them. To make these, wrap the candle wax in a piece of paper (the wax only burns well when it's heated sufficient, so this is where the piece of paper is for).
Scoop a depression into and melt candle wax into this to make a sand-candle.
Purify melted mutton tallow by throwing in powdered quicklime, then add 2 parts of wax to 1 of tallow. A most beautiful article of candle, resembling wax, will be produced by the mixture. Dip the wicks in lime-water and saltpetre on making.
I do not know if there are any special tricks for making molded candles from tallow. I can only suggest the old "dip" method, wherein you dip a length of wicking into melted tallow (the tallow will turn yellow when it melts, by the way), pull it out and let the tallow harden, dip it again to add another coat, pull it out, etc., until you reach the desired thickness of candle.
Recipe from the Household Cyclopedia (1881)
Place a dozen wicks on an iron circle, at equal distances, over a large copper vessel tinned and full of melted wax; pour a ladleful of the wax on the tops of the wicks, one after another; what the wick does not take will drop into the vessel, which must be kept warm by a pan of coals; continue this process till the candles are as large as required. If they are wanted of a pyramidal form, let the first three ladlesful be poured on at the top of the wick, the fourth at the height of three-quarters, the fifth at half, and the sixth at a quarter; then take them down hot, and lay them beside each other in a feather-bed folded in two to preserve their warmth and keep the wax soft; then take them down and roll them one by one on a smooth table, and cut off the thick end as required.