you basically need a completely non-flammable filament - and I don't know of any.

What you can do - which I think you said.
Is to use glass candle holder that is tha same height as the pla outer.
I presume you want to print a thin sleeve that lets through light in coloured patterns ?
As long as the plka is NOT taller than the glass - that should not be a problem.

Absolutely NO plastic lids !

Burn a test candle or two and check out hot the glass gets first though.