Through the process of making candles and the Advent wreath, we learned that most candles are too big for the holes. We researched what to do about this and found an amazing way to get them nice and secure in the Advent wreath.
Heat some water and place it in a small cup. Dip the end of the candle into the hot water and hold until it becomes a bit malleable. Then insert it into the wreath hole. Make sure it is straight and old semi firmly until it begins to harden in place. This should ensure that it doesn't fall out of the hole!