My haunted house dwellers usually have sacred candles in their bedrooms, but they're not burning unless a sim needs them, and I make sure to put them out once they've served their purpose. I don't find them particularly hard to come by, but as someone else said, I wish you could make them yourself with the candle-making station, just to have some cross pack compatibility where it's appropriate. Someone will probably come up with a mod for that sooner or later.
As for what types of gifts spectres accept, it seems mostly random to me. One of my sims kept making knife blocks at the woodworking table, another wrote a book and made several copies of it (yes, you can give those copies to spectres, even though you can't publish them), both gifts were accepted sometimes, and sometimes not. I've also tried paintings, with the same results. Maybe you can't give the same type of object too many times in a row? Except your soul, I guess - that one never gets rejected in my experience, but you have to wait for the sad moodlet to disappear before you can offer it again, and that's probably for the best because it removes days from your sim's lifespan. (Then again, that seems like a good way to age up an annoying child prematurely without having to bake a cake, unless children can't offer their soul; I haven't tried that yet.)