I was originally going to comment on shortening candles. I found you had to use a stiff wick tied down to one of the little base plates you find at the bottom of most tealight candles. Reason for this is the lower melting point (in my case, Crisco and lard) melts the whole mass of shortening, allowing the wick to fall over into the molten shortening and snuff itself out. If you conquer that, there's then the differential between the liquid level going down slowly while the wick is more rapidly getting shorter... allowing the wick to snuff out. This is apparntly dependent on the diameter of the mass of molten shortening, which in my 'speriments was about two inches in diameter (about the diameter of a tea light candle holder.) This all was with the regular wicking you can buy to make candles with. Seemed like it was a race between the liquid level decreasing and the wick getting shorter and drowning itself.
Upshot 1: using shortening seemed more appropriate to an oil lamp operation rather than candles.
Upshot 2: I decided that for emergency lighting, tealight candles in proper tealight cups were pretty safe, so I have a mess of them, but I also have a stock of what they call plumber's candles.
Upshot 3: Moths are a danger, and although I did not have a cat at the time, I know that moths drive cats boogeyshit and it seemed like it could be dangerous if a cat was going crazy after a moth around a candle.
All this scientifical research stuff took place soon after I retired and found time to diddle around with it.
You got the track I was running on. Only half-kidding about that.
The shortening candle that I made, I used a wick from the craft store and glued the metal tab to the bottom of a largish votive candle holder. It's kinda globe shaped, wider at the top than the bottom and the top is about 2 1/4" across. I eyeballed how much shortening it would hold for about 85% fill and melted that in the microwave in another container. I added one little cube of smell-good-wax to make it female-acceptable and stirred it in (it dissolved *very* slowly) The wax also should harden the shortening some. Poured it up, and put the thing outside on the tailgate of my pickup to harden. (outside was colder than in the fridge, and I didn't want the butter to pick up candle scent)
In operation, the fuel is lasting a *long* time, and the wick needs trimming occasionally because it's not burning away fast enough and it frays at the very top of the ash. Only about 1/2 to 3/4" of the shortening melts. If the wick were not glued down, it would be just fine for now but would likely fall over eventually as the candle burned down.
Wife doesn't know that it's made with shortening, or at least if she has figured it out she's not letting on. It looks just like a "soy wax" candle.
I think an oiled cotton string just punched down into a can of shortening would work okay. But divvying up into half-pint canning jars would probably be better because that's an appropriate diameter for craft store wicks.
You could probably put a utility candle in a jar and pour shortening around it to make it last longer.