In the Avon & Bristol Club we have an ex-Fire Inspector, one who examines the aftermath and works out what went wrong.
he tells a story of a family who put a tealight on a coin, it the bath, so there was light for them during the night to use the bathroom. It melted through the plastic bath and caused a fire, and I believe he said loss of life. He will not let us (through the club events) sell anything that holds a cable without a proper interface included.
I've seen wall sconces holding candles made from wood without a non-flammable interface, holes bored into branches and similar with tea-lights in, all dangerous and illegal.
One of my demos to clubs is on candlesticks, I talk about the legal requirements of the maker and retailer, give out a flyer on candle law and safety with examples of labels, to try and reinforce the safety aspect to turners.
I have to admit a stroke of luck here as well (and maybe a bit of boasting). The glass tea light holders that were available from Ikea once are unfortunately no longer made, but I managed to come across a box of 65 tubes of 10 a few weeks back, a lifetimes supply for tea-lights, now safely put away in my workshop.