And because I know the question will come up: Here's how I did the flame.
I used a quad-sphere and pulled it a bit into shape, then reduced the polygons. The mapping of its Light-material was set to planar and fit to the mesh boundaries. The flame gradient was one of the already available presets and due to laziness, just pasted into the opacity slot, too.
The fuse is just a simple sweep with 16 sides.
I also added a smaller cylinder for the liquid in the candle.
The vertex map covering mostly the inside was used as a mask for the first gloss channel in the wax material, to make the inside more glossy due to the heat.
And if you follow that, you can easily export to UE4. (though some maps have to be baked before)