I have had the pleasure of joining a local crafter's group. It's a great bunch of ladies that get together regularly and happily share their crafty knowledge.
During our get togethers, I've been fascinated to watch one of the members making beautiful decorative candles. She has graciously sent me some photos of candles she's made and explained the process.
I used Mod Podge (non flammable) glue to adhere paper and tissue to the candle and followed with many layers of Mod Podge.
Experience proved that the candles that had been completely covered in paper burned nicely down the center.
Candles that had papers glued here and there with spaces in-between burned, but the edges of the paper would bend toward the flame and may not have been as safe to burn. I'd use those for decorative purposes only.
Many thanks, Lynne!
(This one's my favorite!)