Why, make lamps of course!
This is a lamp which will burn many oils (Canola Oil - A couple dollars at the grocery store for more than you'll ever need, and free in the kitchen - is my personal favorite). It packs down tiny to slip into your pocket yet will give you SIX hours of a bright flame which is, according to my highly scientific method (holding my hand and friend's hands over different flames), much hotter than a wax candle.
No parts that can break if used properly.... I hear of people trying to pry things with their knife, but "Gee, I bet this lamp will be a great expedient anvil!" isn't likely to be heard, so theory makes this design unbreakable....
-If a small candle can warm up a snowcave as much as 20 degrees this should be able to do better :)
-Oil of this sort will either not evaporate or do so at an extremely slow rate... No, "Whoops, should have screwed that cap on tighter"
-Flame Size is adjustable from a monster you could probably cook with too a tiny even flame which will last a loongg while.
-The viscosity of the oil is such that if you knock this over, you have a generous gracer period before oil starts getting everywhere.
-Oil burns, NOT the wick (obvious, but perhaps some weren't sure)
~THIS IS MY FIRST INSTRUCTABLE, ALL COMMENTS WELCOME!
~This involves fire, don't burn yourself, others, or things which may harm others if burned.
~Don't eat the small parts, you could choke on them.