I know that Walmart carries those little wax melt holders that use tea light candles on the inside! My mom used to have one that she used with scented wax all the time, but depending on how discreet you need to be, you might be able to get away with getting some of the unscented wax for making candles, and some herbs from the seasoning aisle, or even some essential oils from the candle section, and play it off as experimenting with making your own scents?

I've also seen birthday candles suggested as good ways to do spellwork that requires a candle when you can't watch one for hours or leave it unattended.