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Rub a cotton ball into a bit of petroleum jelly. Use your fingers to work the petroleum jelly into the fibers of the cotton, thoroughly coating the entire piece. You could use a cotton makeup pad instead of a cotton ball, if desired. Either option should work well. Grab the cotton ball or cotton pad with a pair of tweezers and slowly lower it into a pot of melted candle wax.  Work carefully to avoid accidentally burning yourself on the wax. Coat the majority of the cotton, leaving only a small patch uncovered. Place the coated cotton on a sheet of wax paper and let the wax on the cotton cool and harden. Place the coated cotton in a plastic bag or plastic container. Keep them there until you are ready to use them. Make sure that no moisture can get inside the container as you store it.
Dip cotton balls into petroleum jelly. Alternatively, dip the cotton into melted wax. Store the firelighters in a sealed container or bag.