I have the best results with making candles when I GO SLOW and STAY BACK with the heat gun, which means the tip of the heat gun is at least six inches away from the candle.
I have had better results if I stamp on one piece of tissue paper cut to a size that wraps all the way around the candle. After I stamp my images, I use a glue stick to hold the ends of the tissue paper onto the candle at the "seam," making sure it's nice and tight. I don't use wax paper to hold the tissue onto the candle. If I trim the ends and top of the tissue paper with my deckle scissors, the edge is less noticeable.
The other tool I use for this method is a "turntable" that I make by taking an 8 1/2 inch square piece of paper and trim off the corners, creating an octagon shape. I place the candle in the center of the paper and then just keep turning the paper with my left hand while I hold the heat gun in my right hand. Just as I see the "shine" of the melted wax start to show through the tissue, I quickly turn the candle a little before drips can develop. Very gradually the tissue paper disappears. This takes patience and some practice, but you are much more likely to have a fairly smooth candle when you're done.
A hint about something I learned the hard way: Look your candle over closely immediately after you're done. You can repair a spot you might have missed while the candle is still warm, but once it has cooled down DON'T TRY TO RE-HEAT IT, because for some reason the tissue paper underneath the wax will crackle up and there goes that nice smooth candle you worked so hard to make!
One more thing: In order to safely burn these tissue wrapped candles, my husband uses his drill press and a 2 inch Forstner Bit to create a well in the top of the candle that is 2 inches across and 1 and 3/8 inches deep. I take the wick completely out (slides out the bottom very easily). I put a glass tea light holder in that hole and then put the tea light in the glass holder. I prefer the tea lights that are contained in a clear plastic liner as opposed to metal because the light shines through the candle much better. I know those are more expensive, but you can re-use the clear plastic liner by transferrig the tea lights from the metal liners.
Have fun. I love them and so do the people I give them to as gifts.
Linda