Cut the raw wick about twice the length of the dipped part of the candle. Using a piece of masking tape, affix the wick onto the end of the candle, leaving about 1" of wick at the top. Coil the wick around the candle and tape it again at the bottom.
Get back to dipping!
Keep dipping until you can't see the lump from the wick anymore - and the sides are smooth.

