I've covered the tea lights (which are quite cheap and I happen to have quite a stash of) with small strips of paper 1/2 inch in width and about 5-1/2 inches long. I cut smaller widths with my decorative scissors and attached them over that. I kept the design simple, but there's any number of smaller embellishments you could add. Although you wouldn't need to take the paper off before you lit the candles (the paper when cut at 1/2 inch doesn't quite come to the top) some people may choose to, so the paper is attached to itself and will just slide off the bottom.
I also covered this jewelry box in some brown flocked paper I had (Paper Bouquet) to hold five tea lights. Much cheaper than buying the tins the nuggets are supposed to go in. I have a boxful of different containers I could alter for just about any occasion to match my tea lights.