Step 3: Make a wick holder

Picture of Make a wick holder
Something needs to hold the wick on the top of the grenade. I made a holder out of a piece of a soda can. This wasn't so precise, but the approach went something like this:

 - cut out small rectangle
 - watch it fall back into the soda can
 - try not to slice up your fingers as you fish it out
 - realize you could've just shaken it out... ah well
 - cut slit in middle
 - fold sides over to make it stiffer and smaller
 - insert wick
You could always use two chopsticks that are kept together by rubber bands and then put the wick in the middle. maybe something like this.
I take that back. Forgot the name of the item is hand grenade "oil" lamp. Silly me.