Candle tunneling is the familiar ring of unused wax left around the sides while the center burns downward. It can happen for more than one reason.
Repeated short burns can contribute
If a candle is repeatedly extinguished before the melted wax has had time to spread adequately for that candle, the center can keep deepening while the outer wax remains.
The candle itself matters too
Wick choice, wax, vessel diameter, fragrance load and manufacturing variables all affect how a candle burns. Tunneling is not always something the customer caused.
How to reduce the chance
Follow the care and warning label for your specific candle, trim the wick as directed before use, keep the candle away from strong drafts and give the candle an appropriate burn rather than a series of very brief sessions.
Do not improvise unsafe fixes
If a candle is burning abnormally, producing excessive smoke, has a damaged vessel or otherwise appears unsafe, extinguish it. Never use a makeshift method that conflicts with the candle's safety instructions.
For more care basics, read 9 Candle Mistakes to Avoid.