Place pieces of your chosen wax into a heat proof jar or tin ready to melt the wax.
Tie a large knot in the end of a four inch section of thread, and thread a bead onto the thread. The bead is necessary to weight down the thread as you dip the candle. Thin candles for a dolls house won't have enough weight to stay straight without a bead or piece of lead shot at the bottom of the thread.
If you want to use colored wax, decide if you want a completely colored candle or one with a colored outer layer. If you want a candle with color all the way through it, add sections of crayon to your wax in the heat proof container.
Place the unmelted wax, in the heat proof container, into a water bath or double boiler of water in a pot. Keep the layer of water in the pot at a height which will not tip over your container if the water begins to boil.
Following the instructions for candle making safety gently melt your wax and colored wax (if any). If using color, stir the color thoroughly into the melted wax. Use a toothpick to test dip some colored wax out of your melted wax container and allow it to cool to test the color. Add more color if necessary.