A spool of braided candle wick (like this)
Honeycomb beeswax sheets (like these)
STEP 1 :: Using a scissor, cut a beeswax sheet into pieces 1 1/4 inches (3 cm) by 4 inches (10 cm). Then, cut pieces of braided wick which are 5 inches (13 cm) long.
STEP 2 :: Place a piece of wick along an edge of one of the cut beeswax pieces and gently crimp the beeswax over the wick. If the beeswax breaks, rips or cracks, you can gently warm the sheet between your palms (or warm it slightly with an electric hair dryer) and try again.
STEP 3 :: Roll the remaining portion of wax sheet around the wick, trim the wick to 1/2 inch (1 cm), and... you're done!