People can always do with more candles, and making your own is a nice touch. Try to choose a scent that has significance to you, perhaps the smell of both your favorite desserts or fruits.
You can use baby-food jars to hold the candles and make your own candles using soy-wax flakes that you can buy in bulk from a candle store or online. Here are instructions on how to make cute candle favors. Cookie-cutter candles will make cute favors for Winter weddings.