I'm not sure the quality of the wax makes much difference. I've used the wax from very cheap tea lights and somewhat more expensive ones and never notices any differences. Sure, as actual candles it makes a big difference, but I attribute that mostly to the wicks being very thin and poorly situated and attached. I've timed cottonballs dipped in cheap wax as burning very strongly for over 9 minutes before they start to really drop off. Maybe I'll repeat my tests with more expensive candles but I'm not sure what difference I could expect. Better may the notion of mixing 1 part PJ to 2 or 3 parts wax.
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“I'd rather have questions that cannot be answered than answers that can't be questioned.” —Richard Feynman