One thing that has intrigued me lately is the possibility of making a candle out of ordinary kitchen items - olive oil and an orange. Here is a video that shows how. This man used a clementine for his candle, but I think any kind of orange will work. Note: It may be easier to light the "wick" of the candle with a lighter such as you would use for your gas stove or grill since it takes about 20 seconds for the wick to light. You will notice that the match burns down quite close to the guy's fingers.
Someone wondered if it were possible to use a lemon instead of an orange to make the candle, so I thought I'd try it. It didn't work because the natural "wick" in a lemon is too skinny, and it melted down before it could actually light. Didn't want to waste the lemon peel, so I tried something else.
On the left is the lemon peel before I tried to turn it into a candle. It has cloves sprinkled on it to give it a good smell. On the right is the improvised lemon candle. I cut out the rest of the natural "wick," poured in melted wax from other candles, and inserted a piece of birthday candle for a wick. It worked fine and smells nice.