This Chanukah, I really wanted to try making my own beeswax candles for the menorahs. We have some really pretty dipped wax candles, but beeswax is a little different because it burns longer than other similarly-sized candles, it doesn’t put off any smoke, and it doesn’t drip wax – which is a big advantage, I think.
Hobby Lobby had sheets of beeswax – they were selling two sheets of 8″x16-1/2″ sheets per pack. Some wick was included in the pack, but I went ahead and bought more to make certain I had enough for the project (the wick labels will indicate what size is best). 
(Below:) Here’s what I used: a menorah to make sure I was making the candles the correct thickness (but beeswax is so forgiving…you can just pinch it to make it fit if it isn’t exact the first time), the beeswax, a hairdryer (to make the wax pliable – but it really wasn’t necessary), scissors to cut the wax, wick, and an old Martha Stewart magazine that gave dimensions to cut the wax sheets. I cut the wax into 4″x2″ sheets and was able to make about 32 candles.
Next, just cut the wick a bit longer than the wax sheet…about 5″, and make a little knot at one of the ends of the wick:
Lay the wick at one edge of the beeswax, and just roll it (pretty tightly, but not tight enough to break the wax) all the way to the other side. I just used my fingers to rub the seam of the finished candle so that it wasn’t noticeable.
Here they are, all piled up. The two sheets of beeswax made about 32 candles:
…and here they are! The candles burned for about 45 minutes (they have to last at least 30 minutes according to minhag), and they were so pretty! Now I’m thinking about making Shabbos candles with beeswax, and some other ideas.