Can I use resistors/capacitors to delay when a circuit turns on?
This is impossible to do well with only passive components. It would require that your candles switch on/off at a precise voltage threshold, plus an RC circuit which is able to source any sensible amount of current with a delay of several seconds will have ridiculous component values.

Instead, you could implement one of the NE555 timer delay circuits, which can be easily found online. Or you could design a circuit yourself. You will need:


an RC divider to create ramping up voltage
a comparator to transform that voltage into a digital signal
a voltage divider to generate the threshold value for the comparator
an active switch (BJT, MOSFET) which would switch the candle on based on the digital signal