Mark the middle of the base and drill a hole right through tightly fitting the nail or rod. When using nail a large hole, about half a cm deep and fitting the head of the nail. Sand the edges of the hole to keep the base nicely flat and stable. Insert the nail/rod completely. I added silicone clue to keep it in place and to protect the surface under the base in case the nail/rod does overheat by accident. Again, make sure the base bottom remains flat, so it stands stable.
Not wanting to wait for the silicone to set I covered it with some masking tape, to continue working.
The bottom of the candle cups is covered with a silicone glue layer, about 1mm thick. The cups and candles are glued in place without applying any pressure, not to spill glue. When the candles are spent you can take out the wick and keep the cups, putting new candle fillings in them.