Step 1. Decide which citrus you'd like to turn in to a candle. Half a standard size lime filled with olive oil will burn for about 1 hour, while half a lemon will burn for about 2 - 2 1/2 hours, and orange filled with olive oil will burn for about 3-3 1/2 hours, and a grapefruit for 4-5 hours.
Step 2. Cut your favorite citrus in half reserving the half that is connected to the long, white string-like pith that runs through the center of citrus fruits. It is very important that this remain intact and connected to the citrus, as this is your candle "wick".
Step 3. You can be meticulous and remove all the flesh of the citrus down to the white pith, or you can be lazy like me and simply get most of it out. It will not affect the performance of your citrus candle.
Step 4. Choose the type of oil you'd like to fill it with. Any single cultivar extra virgin olive oil, fused olive oil or infused olive oil will burn in the candle, however stay away from burning the chili olive oils such as Baklouti, Cayenne, or Harissa. Fill the citrus about 3/4 full, but make sure the wick is not fully submerged in the oil and at least 1/4" is available to light.
Step 5. Gently coat the citrus pith or the "wick" with olive oil. Using a stick lighter begin the process of lighting the wick. This will take a minute or two as it is necessary to dry out the wick and char it to some degree. Once it's lit, it will stay so until all the oil is gone.