While it's great to do stuff yourself, jumping into something as complex and potentially dangerous as lost-wax bronze casting without really knowing what you're doing is just asking for failure, or worse. Just melting out the wax and pouring in metal is not going to work - the residual wax in the mold will volatilize and rapidly expand, sending a spray of molten metal everywhere, like a volcanic eruption. You don't want to be standing anywhere nearby when that happens.
You got some good suggestions here - the best was to do this project on a lathe, and weld the components together. This will give you better results than the more high-tech processes mentioned, and will be cheaper as well. There are lots of people with lathes looking for work, and they're more likely to give you a deal than someone with a $100k rapid prototyping machine to pay off. Even if you just did one that way, you could take it to an art foundry, have a mold made, and have the things cast for you by professionals.
If you want to go the high-tech route, the least costly way would be to use a CNC mill to cut the component parts for you in wax (or just one part, if they're as identical as they seem), make molds from that, and produce them by casting. I'd suggest casting the "donuts" separately and welding or silver-soldering them together. Sandcasting will work, but you'll have to do more finishing to get to a polished surface than if you went with lost wax. On the other hand, the process is considerably cheaper.
Whether you can actually make any money selling these candleholders is another question, since most people don't have much appreciation for what things like this cost to do in small quantities (it sounds like you're finding out) but if you avoid killing yourself, at least you can try again...