Do not blow out a candle flame. Bend the wick into the melted wax. The flame will go out and you wont get that awful smoking. To bend the wick, I used an uncooked spaghetti noodle. Be sure to lift it back out while still warm, so it's ready to light for your next use.
Another alternative to the spaghetti noodle is any kind of candle snuffer. A couple of years ago I bought some really nice paraffin candles. The seller's instructions included never, ever blowing out your candle. Instead, use something to snuff or smother the flame(like a thimble or a real, honest-to-goodness candle snuffer.) Don't quote me on this, but I'd guess you could find candle snuffers at any store that sells candles. You can also try thrift shops - they sometimes have old-fashioned items - or an antique or hobby shop.
I saw on a craft show once where if you put your finger up straight in front of the flame then blow it out it goes out clean too, I tryed it and it really works and does not blow the wax . I use that speggetti tip too and love it.
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