It is easy to make orange skin beeswax candles. Oranges, the tops cut in a zig zag pattern, and then all the fruit center removed (yum), leaving a perfect shell for the beeswax.
I melted beeswax in a double boiler we use just for candle making.
We then put 2/0 cotton wick into a wick holder, and pinched it closed with pliers. I dipped the wick into the melting beeswax to coat, and dripped a bit of beeswax into the orange to secure the bottom wick tab in place. We then wrapped the wick around a chopstick balanced on top of the orange…to hold the wick straight.