I found this online about 20 years ago... and have made literally thousands of feet of wick over the years. I KNOW it works

Dissolve 2 tablespoons of table salt and 4 tablespoons of borax in 1 1/2 cups of warm water.
Soak a 1-foot length of regular cotton kite string or twine in the solution for 15 minutes.
Hang each string with a clothespin for 5 days to be sure it is completely dry.
Use a paperclip to dip each string completely in melted wax 3 to 4 times, coating it completely.
Hang it up to dry as before...
Store wicks rolled up in a newspaper.


TIPS:
Add a teaspoon of one of these chemicals to the *initial soak for
colored flames:

Strontium Chloride for a brilliant red flame,
Boric Acid for a deep red flame,
Calcium for a red-orange flame,
Calcium Chloride for a yellow-orange flame,
Table Salt for a bright yellow flame,
Borax for a yellow-green flame,
Copper Sulfate (blue vitrol/bluestone) for a green flame,
Calcium Chloride for a blue flame,
Potassium Sulphate or Potassium Nitrate (saltpeter) for a violet flame,
Epsom Salts for a white flame.

WARNING:
Add ONLY ONE (1) chemical for color variation.


Before my cat lost her last (and only) braincell, we used to burn candles all the time. I'd go to clearance centers and buy boxes of broken tapers for .25/ea (12 candles). Then we'd do the same thing, except I'd break the wax off the wick first (freezing helps this), then you have a supply of 10-12 inch wicks ready to go.

I used to also save all the metal clips from tea lights, open them up and pinch the end of the wick in, and that helped to hold it straight in the new candle.

I got into making citronella candles for a while (until the cat thing), and found that shoelaces worked the best for a can (or cup) type candle, as it created a really nice smoky wick. I soaked the wicks first in citronella oil, let 'dry', then coated them... but I had to 'squeegee' the wick out of the wax for a couple dips to force the wax to penetrate. I used 2 chopsticks over the pot, and just squeezed them together to pull the wicks through.

Incidentally, if anyone tries to make a 6" pillar with three wicks, it works better to have a heavier wick (like heavy parcel twine), and then give it a 1/3 to 1/4 diameter twist in the mold. so if your wicks start at 12, 4 and 8:00 at the bottom, they should do a rotation to the next position. 12 at bottom hits top at 4. etc. That way these great candles don't blow out the sides, you don't have to cup them, and you don't have a v of wax from the outside between the wicks.