Interesting idea, using the shell casing for a candle. The beauty of it vs regular candles is that it can be 'reloaded' and reused after it burns out.

A spent casing might also be snipped or hammered out into a simple spear tip, arrowhead, or knife blade. With a little creativity, there's probably several other potential uses as well. I know a guy who used to pop the primers out and use them like a one-hitter to smoke weed out of  :D