Poor Thing. Someone lit him on fire and in the absence of a mouth, or thumb and forefinger that can reach the top of his wrist, it looks like he's doomed to burn. If you give him a few minutes I hear blood will start running down his sides.
Johnny B. Wilde casts his macabre candles from real hands, which is why all of their wrinkles, veins, and callouses appear beneath the wicks. Adding to our sadistic viewing pleasure: as the candles burn Wilde says the red wax comprising their interiors will melt and bleed out in oozy streams. I don't see any photographic evidence of this though, so I'm not sure if it actually happens or is just some sort of sleight of hand candle.