First, I purchased soy wax on Amazon. Most pinners recommend using essential oils like lavender or eucalyptus to scent the wax. I decided to purchase a delicious smelling wax from a local shop called "Christmas Tree".
My Aunt made her's using saw dust and melted wax. They would mix together and form balls, wrap in fabric squares then tie another thin scrap of fabric around the ball to create the wick. I tied my fabric wick in a bow.
The next method I tried was lining a muffin tin with cupcake liners, placing small pine cones and filling the cups with wax. I also put some fabric in the bottom to act as a wick. I put these in the oven at 200F for 20 min. I checked on these a lot because I had to add wax in the liners several times to cover the cones.
My last fire starter was probably my favorite. I took a large pinecone and tied a piece of fabric around it to double as a handle and wick and then dipped it in the melted wax several times until it was coated. It got easier once the wax started to cool and it actually stuck to the pinecone. These turned out probably the prettiest and they burn really well too.
I think I'm going to try to make these again next year and give them as gifts for more people because I really think they're going to smell good burning in the fireplace.