Never heat wax or large amounts of tallow directly over a fire or on a stove top. It is inflammable & can burst into flame when heated in this manner. Always use a double kettle & melt the wax with the container in a kettle of water.
Not too much water, about half-way up the side of the container of wax. You don't want water splashing into the wax because it will spit hot wax everywhere!
Dip the wicks in the melted wax then lay them aside or hang them to set. If you have a number of candle sticks you can simply alternate.
The candle stick with three wicks tied on.
Keep dipping the wicks/candles & letting them cool between dips until you get the size you want. Smaller candles are needed for the candle holder on a tinderlighter. Short stubby ones are good to keep in your fire bag for drying out damp kindling.