I have the best results with making candles when I GO SLOW and STAY BACK with the heat gun, which means the tip of the heat gun is at least six inches away from the candle and constantly moving.
I don't use the wax paper technique for holding the the tissue paper in place. After I stamp and color the images on one piece of tissue paper cut to a size that wraps all the way around the candle, I use a few dabs of a glue stick to hold the ends of the tissue paper onto the candle at the "seam," making sure it's nice and tight. If I trim the ends and top of the tissue paper with my deckle scissors, the edge is less noticeable.
The other "tool" I use is a "turntable" that I make by trimming of the corners of an 8 1/2 inch square piece of copy paper, creating an octagon shape. I place the candle in the center of the paper and then just keep turning the paper with my left hand while I hold the heat gun in my right hand. Just as I see the "shine" of the melted wax start to show through the tissue, I quickly turn the candle a little before drips can develop. Very gradually the tissue paper disappears. This takes patience and some practice, but your hand is a pretty safe distance away from the blast of the heat gun, and you're much more likely to have a fairly smooth candle when you're done.
A hint about something I learned the hard way: Look your candle over closely immediately after you're done. You can repair a spot you might have missed while the candle is still warm, but once it has cooled down DON'T TRY TO RE-HEAT IT, because for some reason the tissue paper underneath the wax will crackle up and there goes that nice smooth candle you worked so hard to make!
Hope that helps. Just another approach.
Linda