I do not understand how a person could not realize the risk to their bird by burning candles of any kind where their bird could come into contact with it, but I am not here to get down on you for this, What I want to do is try to help you learn more so that you will be able to prevent this and many other " accidents" of this type in the future. To that end Please read and make yourself a copy of the lists that begin on the second page of this link.
viewtopic.php?f=8&t=12521 This list is a couple of years old now, but I still look at it on a regular basis because I can't remember everything it lists. It has proven to be a very important and invaluable aid to me in giving my birds proper care and in avoiding unfortunate incidents that I could easily avoid making if I had a way to know about the risks and dangers to my birds beforehand. I think that it could be a huge help for you and your bird as well. It contains listings about safe and toxic foods, plants, trees, woods and even many household products that we don't normally think about until we have gained some knowledge and experience in caring for our birds.