If you have birthday candles laying around just drop one into a spent .45 shell hold with pliers and use your one of those butane pocket torches torch to heat the casing and melt the candle into the casing. Keep the candles centered so that the wax does not melt all over the outside. You may want to top it off with more wax after it has cooled as wax shrinks when it cools
If not you can make wicks out of 100% cotton T-shirts and melt some candles wax (available at the grocery store with canning supplies) in a separate container than pour into the casing be sure your wick it in place first.
I've had mine burn for 35 minutes plenty of time to get a fire started.