To make a "cowboy candle" take a round of firewood, preferably about double the normal 16 inches in length. Stand on end and cut 2 or more slots similar to how you would cut a pizza. Cut about 3/4 of the way down. Harder wood requires more slots than soft wood. Squirt a little BBQ lighter fluid into the center then light. The slots allow air flow that will keep it burning. Works great! Here are a couple pics.
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PS: You can set a pan or pot right on top of it and use it for cooking.