Hi Carlos I've made them before using cotton string (like the sort you use in the kitchen) simply soaked for a minute or two in melted wax. They work perfectly :)
Soaking thin twin in wax works great. I'd weight it down at the bottom with a paperclip, or something flat that is easy to attach to, so the wick doesn't float once wax is poured over it. Here is a great link with several methods of making a candle wick https://www.wikihow.com/Make-Candle-Wicks
Hello Carlos! Here are some suggestions for you! Happy Holidays.
use any type of cotton string or very thin wood, melt some wax and drop it into the melted wax to coat it. Remove it from the wax after submersing it in the wax and let it dry. You are then ready to add it into the holder of your choice and add the wax that you are going to use as your candle.
String from a mop