Very cheapie, and very handy at times, made from a coke* can.
First, take an empty can-preferably rinsed out- and mark your lines
I ran the vertical so it ends just inside the start of the taper, and each end about one inch to each side. Nice thing about these cans is you can cut them with almost anything with a sharp edge, and when the flaps are folded out
I've never seen one with an edge sharp enough to cut you. Scratch, yes. And if you use a steel can it will have nasty sharp edges and corners.
What I usually do is use a small hammer or rock or wrench or whatever, reach inside and bang the base down so you have a flat platform for the candle
Tealights work best, not only for height but for longevity. Aluminum is a good conductor, which means it gets hot and a cut-short regular candle tends to melt fast. Of course, if you've got a votive candle and glass holder, that'll work pretty well.
This does a pretty good job of protecting the candle from wind, and puts out a nice light toward one direction. You can bend the opening tab up and hang it from a string or hook. And as log as you've got some kind of candle or small oil burner to put inside you can make one anywhere you need light and have a can.
Nice soft light, the kind that would be nice for a romantic setting(as I recall such occasions, anyway) and you could set several around... "My love, I made these lanterns just for tonight to provide the soft, low light you look best in."
Somehow, that just doesn't sound quite right.
*As Lawdog once wrote, I grew up with 'coke' meaning soft drinks. "We got coke, or ice tea or water. Ok, which coke you want?" Deal with it.