Depends - are you talking about normal candle wax or the ones made for hot wax play? They are a slightly lower temp than normal everyday candles, but still have quite a lot of heat in them.
I have the Blazing Waxxx candles which comes in a pack of 3 different colours, but unfortunately they still burn my skin a little too much and leave a mark for a couple of days - but my skin didn't blister.

I didn't use any oil on my skin. The wax just flakes off when ya finished.
I guess if they are too hot, perhaps holding the candle higher away from your body, so it cools a tiny bit more before it hits ya skin. I might actually try that to see if it works.

I know Eden carries a set, but they are just plain white ones that look like ordinary candles. Ya can get Japanese ones too. less