I took inspiration from http://www.thingiverse.com/thing:37117.
But I modeled it from scratch using Blender to adapt the shape and the dimensions to my candles.
I started from a Koch curve made in Inkscape using this tutorial:
EDIT 2013.11.25 - I added a 3D file with 1 mm wall thickness.
EDIT 2014.09.15 - Do you want to learn how to make it yourself in Blender? read here: http://marcoalici.wordpress.com/2013/11/25/koch-snowflake-tealight/
Print bottom solid layers, only perimeter (0% infill) and no top solid layers.
I sliced it using slic3r 1.0.0RC1 and spiral vase option with following settings:
; layer_height = 0.25
; perimeters = 1
; top_solid_layers = 0
; bottom_solid_layers = 4
; fill_density = 0
; perimeter_speed = 30
; infill_speed = 60
; travel_speed = 130
; nozzle_diameter = 0.5
; filament_diameter = 1.75
; extrusion_multiplier = 1
; perimeters extrusion width = 1.00mm
; infill extrusion width = 1.00mm
; solid infill extrusion width = 1.00mm
; top infill extrusion width = 1.00mm
; first layer extrusion width = 0.70mm