Should be easy enough to bend up some wire and wrap about 1ft (300mm) x 1.5 to 2 inch (32 to 50mm) flat wick on the end. Bend around fingers and you're done.
Very important: Make sure you can still drop them quickly in case of an emergency.
If using standard steel the wire can heat up quickly and the heat will travel down the wire towards your hands. So play around with what is available with a long length and shorten untill you feel comfortable and you get the desired effect.
Some designs also have dishes to minimise burns, protect the hands, reflect the heat. And velcro hand straps for quick release.
Stainless steel designs do not heat up to the same extent when working with the flame.