Just for something different try painting on canvas. Canvas panels and boards come in all sorts of shapes and sizes and are fun to do. You could try stretching your own, but this means a bit more work. Stick with the ready made kind and all you will need to do is paint it. These are preprimed so just go for it.
You can seal candles ready for painting with an all purpose sealer. Then paint in the usual way. You can also use a candle painting medium mixed in with the paint and avoid the sealing step altogether.