This is a project I have intended to do for the past several years. This year I finally got around to actually buying the materials. I think I just couldn't resist the $1 bottles of lodge podge at Target and needed a reason to justify buying some.
This would be wonderful project to do with your kids and then use every week as your family says stations together. Of course, I did the project myself and we have been attending stations as a family at a local parish. The Knights there love having our boys on hand to carry the cross because other than our family, it has almost always been elderly folks. But the kids have enjoyed looking at the candles anyway.
You can find I instructions and printable for your own candles all over the place. I got my printables .here.