I used to have the kindest neighbor who I would visit often. She always had everything decorated so nicely, and she always had candles burning. She told me that she always put a little bit of water in the bottom of the glass votive before putting her candle in to prevent the wax from sticking to glass votive and she was right!
Source: My older kind neighbor
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If you're going to put a candle in a glass holder, put a few drops of water down into the glass before you burn it. When the candle melts it won't stick to the glass, and will be easy to remove.