Candles have different melting points, and tapers tend to melt much hotter than paraffin candles (so they last longer and don't drip all over the tablecloth). Go to the craft store and buy some plain paraffin candles, and try those. I've found that melted paraffin is warm, but not so warm that you can't dunk your finger in the melted wax with no ill effects.

Also, have him pour the wax from 3-4 or more feet above (or away from) your body so it can cool even more on it's way down.

Lastly, have him start on thicker skin, like the palm of your hand or your knee, to get you used to the heat, then move on to more sensitive areas, like your chest or back of your thighs if you can tolerate the heat.

Go slowly, and use the right tools, and you should be able to do this. If not, don't worry- your level of kink won't be determined by whether or not you can tolerate candle wx!
-Phantome