It’s surprising how much heat a candle puts out. If you just burn the candle for the light, or just for the smell in the case of scented candles, there is a lot of heat going to waste. There are a lot of variables like how big is the candle, what is the candle made from, etc, but a burning candle puts out about 20-50 btu’s an hour. You can increase the heat output by increasing the size of the candle. You might want to try burning the large candles in glass jars from the dollar store. The burn time on those may actually be a better value than the tea lights.
Many farmers use this same method to heat their chicken coops, using a 40-60 watt bulb in place of a flower pot – which you could do too in place of tea lights. If you choose to use the candles, be sure to use the proper precautions – especially since the heat will be a child and cat magnet!