You might not have all of these, but this is just a general idea of what one can do.
These are all Legos from various old kits, used to make a hand holder for incense. I chose red to have it all as one color, also because I had enough of the red kind. :)
Step 1: The Base Part 1
The bottom of the burner is 20 x 8 Legos. (one lego = 1 "peg")
Step 3: The Sides Part 1
For the 20 peg sides I used these sloped bricks (kind of like roof-tops). This way, most of the ash would slide to the bottom of the burner
Step 4: The Sides Part 2
And then 1 peg wide bricks along the 20 peg sides.
Step 5: The Sides Part 3
Step 6: The holder
Step 7: The holder (continued)
Personally, I call this part the cannon, because I think that's what it looks like. :)