In addition to some variety of "lantern" (I'm including "put it in a can or a jar" in this category) to hold a candle, another option is to use an oil lamp, especially one with some kind of "chimney" (the word for the glass piece that fits over the lamp), or else a smaller one that you can also put in a lantern. If you decide to go this route, a pro-tip it took me some time to work out: most 19th-21st century lamps assume the use of a petroleum-based lamp oil of some kind, which will wick up several inches of a vertical wick made of appropriate material. Natural oils will not go very far up a vertical wick at all, and so most lamps designed for peteroleum-based lamp oils are not suitable for vegetable or animal oils.

That being said, old fashioned oil lamps are pretty cheap and easy to use once you get the hang of them - you can buy big jugs of sesame oil pretty cheap (especially if you can get to an Indian Grocery), you can make wicks out of jute twine or cotton yarn, and the actual lamps don't have to be too pricey - I use this Colonial America reproduction, because I find it attractive: https://www.townsends.us/collections/lamps-lanterns-lighting/products/redware-grease-lamp-lantern-p4142-p-864

It burns okay uncovered in up to moderate wind, but you have to be a bit careful not to slosh the oil when walking around. I'm thinking about getting a lantern, but I'm not sure how processing with that would go.

Cheers, and blessings to you and yours as well,
Jeff