I have tried candles and even small propane heaters, but do not have a good way to keep a closed tent warm in winter. Do you?

Never used any (down to 5F). Why would you need it? Just get a good downy sleeping bag and a good pad.

By the way, your tent may be 1 season only type (too much ventilation).

Same here.

Never used a heater, even when camping in the snow, and my tent is a 3+ season. With a 4 season or winter tent you should be even better. Keep in mind you most likely will not find any of these tents at wal-mart, sports authority or the like. You will need to go dare I say REI, or order online. Also, if it's just you get a single person, or a really small double.

Get a 4 season or winter sleeping pad, and a bag rated accordingly. My Coleman $60 wal-mart back raged to like -10 works good down to about 25 or 30, not something to hike with but for car camping it's great for the value. I have 2 nice wool blankets I keep just in case I need to put them on me.

MooseJaw has a nice bag for a good price:
Marmot Men's Pounder Plus 25F Sleeping Bag $160. These get super tiny, and are probably actually good down to 25f (I have not used it yet for that temp.). If you go down you can easily spend 2x as much too... this bag is already an ultra-light so it was good for us!

Here is a company that uses wood stoves.

https://www.kifaru.net/TIPI2009.html

Yes: A liquid fuel stove. Parafin or white gas. Effects above 1.5 kilowatt.

If it's a large tent such as a tipi: A wood stove.

A candle can to some extent heat a small shelter such as a bivi bag, but not much more.

Gas canisters: Unless you take special precautions AND have dedicated equipment and gas canisters designed for cold weather I wouldn't trust ANY gas canister equipment to work in the cold. (Unless inside a snug and warm shelter, that is... but it's hard to achieve that if you depend on gas canisters to warm the gas canisters so they'll work....)
See page 11-13 on this thread for a more comprehensive discussion on gas canister equipment:
Get home bag - thread

Unless you're using a set-up specifically designed for it (like a canvas-walled outfitter's tent and folding wood stove), this seems like a great way to die.

I've never bothered with it, even winter camping. That's what the down bag is for.

The down bag is your warm zone - a good inducement to rapid dressing when crawling out of the sack.

A balaclava is really helpful in staying warm, even inside a sleeping bag, but especially when you have just exited.

Combustion inside a tent is very risky - not a good practice.

A chunk of well done meat of your choice in the stomach 2 hours before the bed is also a very good bed/bag warmer

Beware of CO levels when using a burner/heater in a tent without proper ventilation. There are plenty of people getting a 'headache' in a tent by just cooking inside. (also try not to burn the tent down... )

For small tents, just get a good sleepingpad and bag.

For big tents, there are woodsstoves.

A double size down bag is a great way to stay warm - I will spare the obvious....