Candles and celebration lights on a plane
Solid wax and gel have different rules
At a US airport, TSA allows a solid wax candle in carry-on or checked baggage. An ordinary gel-type candle can go in checked baggage but is not permitted in carry-on, even if its jar is small enough for the usual liquids bag. Check the material before packing a gift set: a glass holder may contain either wax or gel.
Glow sticks are not sparklers
At a US checkpoint, glow sticks follow the 3-1-1 liquids rule in carry-on; keep each stick intact and put it in the quart-sized liquids bag. They may also travel in checked baggage. Sparklers contain pyrotechnic material and are prohibited in both bags. An unopened pack does not change that rule. These distinctions appear in TSA's item list.
Pack each part of a gift set separately
Cushion glass candle holders so they cannot strike one another. Keep chemical lights from bending or leaking. Matches, lighters, fragrance oils and battery-powered lights need their own baggage checks; the candle rule does not cover them. An airline may also limit the size or weight of your bag. For a return trip, check the rules at that departure airport rather than applying US screening rules to another country.