pink-lady candles do drip. There is a candle that doesn't, but it isn't a pink-lady candle and it's white
From the FAQ of doug's aviation survival pak:
Candle
Also included is a high melting temperature 9-hour Survival Candle that can be used to heat up a confined-space shelter, such as a snow cave or quinzee. These special candles will not melt like less expensive "pink lady," common "emergency" candles, or tea candles when stored in the kit during the summer heat in the desert. It's common to unpack a typical survival kit that's been stored in the aircraft in hot climates and find candle wax melted over everything. These candles burn very cleanly with minimum dripping.