If you'd like a savory snack alternative that is similar in look, large pretzel rods can also double as an edible candle, topped with a pimento-cheese spread or other orange colored spread.
Edible Candles for Candlemas
I stumbled upon this post recently at the decorated cookie blog, which described making "edible candles" using Pepperidge Farm pirouette cookies and making flames using candy melt. I thought they were really clever and would make a great treat for the Feast of the Presentation (also called Candlemas) - as they really do look like candles. I didn't plan to make the candy melt flames so tried to come up with some alternatives. One possibility would just add a pointy dab of orange tinted frosting to the tops. Jessica suggested using a candy corn for the flame - that would work as well. What I ended up using, based on what I had in the house, was tissue paper flames. It's not edible, but it looks good and can just be pulled out before eating the "candle" cookies. The original post creator used a thick cookie with center whole as a base to hold the candle. Using what I had on hand, I hollowed out the center of a small frozen cream puff. A mini donut could be used, too. And you wouldn't need a base if you didn't want one. They could just be held.