I have popped a couple links here for some ikea candles similar to the ones I used to stamp on. I got mine from ikea but couldn't find them online so here is the almost match!
I will be doing a video once I have finished uni on how to do them. If you can't wait just search stamping on candles.
We used some white tissue paper to stamp on, then used the heat gun to melt the issue into the candle. I will say that only white tissue paper works and make sure its one thin layer. That will melt the best.
Make sure you keep moving the heat gun and don't leave it on the candle for too long. Just do a little, have a break, melt a little more and so on.
Also make sure if you use coloured candles that they are dyed all the way through. The ones I bought from Ikea were only coloured on the top layer so when I went to melt the tissue paper, it went through and all the colour came off.
I recommend cutting around your image so you have as little tissue to melt. I just bought some cheap tissue paper off of amazon - https://www.amazon.co.uk/Sheets-Acid-White-Tissue-Paper/dp/B004KRBFXU/ref=sr_1_2?ie=UTF8&qid=1493846943&sr=8-2&keywords=white+tissue+paper
We wrapped wax paper around the candle and image before melting with the heat gun. This stops the wax from running and makes it easier to see when the image started melting. Grease proof paper works just as well.
I have linked to everything I used from my Stampin' Up! shop and the other bits from Ikea and Amazon. Send me lots of pictures of the ones you make!
Supplies I used - Product List
Here are my links -
SU Website: http://creatingwithadifference.stampinup.net/
Etsy Shop: https://www.etsy.com/uk/shop/CreatingDifference?ref=hdr_shop_menu
Facebook group - https://www.facebook.com/groups/creatingwithadifferenceforum/
Instagram - Creating With A Difference