There was something on TV a few days ago about heating a small room with tea lights.  I'm afraid I didn't really watch it properly but maybe someone else has seen it.  He said you can get 100 tea lights from Ik*a for £1.  You put 8 on a tray in a circle/group and light them all.  You  put a clay flowerpot upside down over them then you put another, larger pot over the first, resting on the edges of the tray.  He said this will burn for 4 hours for 8p and warms up a small room.  Don't know if it works or not but perhaps worth a try??