I can't believe you are having to actually ask people this!! creativity is the precurser to individuality - how can people maintain any semblance of uniqueness when even the most simplest thing, such as attaching ribbons to the end of a staff, has to be questioned and given the "okay"!!
Sorry to come down on you, but seriously!
Go buy a ribbon or whatever (strip of fluro material etc) . tie this ribbon around a rubber band and tie the rubber band around the end of your wick. Repeat procedure for other end. No harm done to your wicks and if you are clever enough to make the ribbon a suitable length for your twirling style, you won't get tangled.
sheesh!