My friend Diane Bay Gilligan taught me how to do this. They work great and are super cheap to make.
I bought makeup pads at dollar tree. I got 80 for $1.00. I simply melted wax in my crock pot. I didn't have any crock pot liners left and I use this for food also. I tried a turkey bag and it worked great. Any candle wax works wick and all. We just removed the wick after it melted. Dip the pad and let it drip for a moment. Place on wax paper to cool.
Burning them - I found that you need to peel the wax off the edge slightly to light it. It took a minute or two to get going. After 10 minutes we put it out. They are wonderful.