I've always found just a cross of thick cardboard sunk into a bean can fill of molten wax works nicely. It was a trick shown to me by a homeless chap who was cooking on one actually. Called them a squat candle, because they're frequently used in squats. They burn for hours and you can snuff them, let them cool down and use it multiple times. In not sure as a direct comparison to other stoves, but I do know you can cook on them very well. Burn dirty though, so your pans will need a good scrub. I use them fairly regularly if I'm honest
Tuna and cat food cans supposedly work better if you're making the coil type. Long as you have something to act as the wick they work though. Same gent was actually using a larger can (the catering size ones) as a hob of sorts by placing it over the burner with a draft hole in it. Necessity is the mother of invention eh!