Fill a bucket with clean, damp (not wet) sand. Hollow out any shape you like with your hands. Whatever you hollow out will be the shape of the completed candle. You might want to push a round cereal bowl or a jello mold into the sand to make your shape.
You can use commercial candle wax purchased at a crafts shop or you can use 1 ounce (25 grams) of paraffin wax mixed with 1 ounce (25 grams) of stearin. A colored wax crayon will provide the color or you can purchase candle dye.
Melt the wax carefully. Be certain that your pan is perfectly dry (water will cause the wax to explode as it heats). Cut a piece of string or wick and prepare it by placing it in the melted wax with a spoon or tweezers. Straighten it by pulling it out tight and setting it aside to harden.
Carefully pour the wax into the sand mold. The sand should be damp, but not too wet or it won't stick to the wax. As the wax begins to cool, the sand will drop, forming a hollow in the wax. Keep refilling the hollow with hot wax. If you want a thick crust, you need to use hotter wax. The hotter the wax the thicker the crust. But, be careful: hot wax can cause severe burns.
Let the candle set for two or three hours in a cool place. Use a candle needle or a piece of thick wire to make a hole for the wick. Cut the wire as long as the candle is deep. Leave it in the mold overnight until the wax hardens.
Dig the candle out of the sand the next day. Carefully brush any loose sand from the candle. Remove the wire and insert the prepared wick. You may have to melt a little more wax and pour it around the wick to help the wick stand in place.
You can decorate the outside sand crust by gluing on sea shells, or you can carve a design in the sand with a sharp instrument.