http://www.soapcrafts.org/pillar-candle/
How do you get a pillar candle to burn beyond the pool it makes in the middle?
So much is wasted!
I know what you mean! Here's something that might work, depending of course, on how well or how cheaply the candle was made.
Trim the wick each time before you light it, but never lower than about a quarter inch. If your wick is allowed to be too low before lighting, then it will succomb to any melting wax around it. If the wick remains too tall when you light it, it could burn tall - which means it will keep all the warmth directly in the center of the unit preventing it from spreading out and melting the edges too.
I've learned through the years (avid candle-burner here) that the less we pay for the candle, the more cheaply it will have been made; the wax might be a poor mixture of ingredients and any scent they've added were cheezy oils that could compromise the make-up of the wax... but mostly, I've heard that it's ALL in the wick. From placement to quality to thickness ... everything having to do with a proper burn is in the wick and in the candlemaker's skills.
I don't mind paying a bit more for my candles now because as you said, if I'm going to throw away dollars on unmeltable lumps of wax... then why not pay a li'l more and enjoy it start to finish.
Tea-lites and votives are another story, of course. I'll buy a bag of 50 tea-lites for a couple of bucks if I can get my hands on them. 
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