I first saw these in the Mercado de Artesanias in Cuernavaca next to the Palace of Cortes a few years ago. Just saw a brief glimpse of them on a tourism video and it reminded me. I don't have my old fotos any longer so decided to go looking for others. I finally found them searching for "velas de cascara de naranja".
They were so unusual, delicate and so much work went into them I was surprised I found no mention of them in English ... maybe meaning not many had seen them. I was also surprised they were only 40-50 pesos. They made smaller ones using limes.
The skin is turned inside out, put on a mould and left to dry. The etching is done with a fine tipped soldering iron. String is wrapped around so the lid only comes down so far. Then the flowers and leaves are glued on and the whole thing is covered with a thin coating of wax. Wish I could have found a detailed description of the process but didn't.
velas de cascara de naranja
orange skin candles
Found this on how to make boxes