How much heat can LEGO bricks withstand?
ABS maximum temperature is 80°C (176°F) and melt at 105°C (221°F)
Polycarbonate plastic used for transparent bricks melt at 267°C (512.6°F)


Since a candle flame has a temperature in excess of 1000°C (1832°F). I would advise against making a candle holder of LEGO bricks.

Plastic types are explained on this question.