Bravit Candle gif
Adam Rifkin stashed this in Fire!
Melt some wax (you can half-ass a double boiler pretty easy, you just need a big pot with simmering water and a smaller pot with the stuff you're gonna melt), and pour into the roasting pan. Let the wax set.
Once it's firm (probably take like an hour and a half?), put the wick in in squiggly patterns. It looks like they probably did some sort of branching thing with lots of loops and bits of wick tied into the middle of things and such, so try that. Make sure you have some poking out of where you want the top to be!
Melt a second batch of wax, carefully pour over your squiggly wick pattern, let set again.
Remove from roasting pan (might take some gentle encouragement!), take a big knife or something and chop off the bottom, to make a flat surface. Though I guess you could skip this if you had enough foresight to get a roasting pan with sides at a 90° angle.
Set the wick on fire, and hooray! You probably just burned down your house because the thing wobbled and fell over. Oh well.
Probably wouldn't be a bad idea to heat your roasting pan up in the oven to about 150°F, then stand your frankencandle up in it; the heat will melt the bottom into a more stable base, and you can leave it in the roasting pan to catch spilling wax and stuff.
Note that you shouldn't try to set the wax in the fridge, as that will lead to water condensing in the middle of the two wax blocks; this makes candles sputter and be mean.