TDLR, place a candle of any size down, and put a terracotta pot (as large as possible preferably) over it, with something non-flammable and balanced to keep the bottom an inch or two off the ground, like bricks. 

The candle will heat the terracotta, which will put off heat, while the space underneath lets smoke out and oxygen in. I’ve used these all 3 times we had outages here in Maine during blizzards to keep my aquariums warm, the weather outside had been easily -20 F with high winds, and not only was I cozy, that shit kept the water 10 degrees above room temperature. If it can heat the aquariums, it’ll heat a small room.

They work so much better than you’d think, the heat they put off is insane. Obviously be careful because smoke and open flame, but they’re very easy to make and just need an eye kept on them on all times.

 Don’t touch the heated pot bare-handed, it’ll burn like a motherfucker, they get VERY hot. Use thick oven mitts or layered rags to remove pot, put the candle out first if you can manage. Don’t do more than one or two in a non-ventilated or closed room, it’s still making smoke and that can make it harder to breathe.