Another hot topic.
I personally, use beeswax candles with cotton wicks. They're generally more expensive, but well worth it. The fragrances used are also phthalate and nitro musk free, so I'm confident that they are no more harmful than farting near your bird.
I see we have very differing opinions Weco, I think it's going to be nice to hear many more of your views about other parronting stuff.
However, a quick science lesson to all those who are less science inclined.
"creates carbon monoxide and other gasses,"
Oxygen (single oxygen atom) and Carbon Dioxide (two carbon atoms, one oxygen atom) is naturally occurring in the air we breath, along with nitrates and small amounts of other gases.
Carbon Monoxide (one carbon atom, one oxygen atom) is also naturally occurring, but less so. Carbon monoxide is dangerous to humans in small amounts, so I can understand the worry with our fids.
HOWEVER.
Carbon MONoxide is produced when there isn't enough Oxygen in the air to produce Carbon DIoxide. So, whilst it's true that burning things will produce carbon MONoxide, burning a candle in a large room (and not a stuffy cupboard) should produce no where near enough to cause harm to anyone, from tiny finches to giant men.
Talking about a furnace, a burning fire, a bbq in an enclosed space, then yes, worry about your birds, worry about yourselves. Invest in a carbon monoxide alarm if you do not already have one.
But considering that a candle burning (that is free from paraffin/leads/toxic anything/etc) in a well ventilated room (open doors, large room in general) should cause your bird no harm.
I'd suggest looking into the company that makes the candles and room scent-y things that you are after and thoroughly look into what they put into their products. I will only order from one company that is local to me because I know what they use and I know that they are (in my opinion, from my logical reasoning and scientific knowledge) bird safe. That doesn't mean that "beeswax with cotton wick" candles are all safe as some may include phthalates or paraffin. So look closely into their ingredients. Ring them, ask them about it. Don't expect an honest answer to "are they bird safe" because they will say yes, true or not. So do your own research and decide for yourself. I've had birds for 9 years and have had no issues related to carbon monoxide poisoning/the like.
Looking at Mia Bella candles myself, I'd say no, don't get them. They're soy candles with chemical preservatives. Look for another brand that are super pet friendly
