Tell him to issue you a "call Tag". However it came (UPS/Fed Ex etc) They come to your door with a tag, slap it on and back it goes! It's his fault and he should incur any expense to make it right. He can also issue you a credit and let you keep them if the shipping back is not worth the time or effort compared to the cost of the candles.
I've been in retail a million years and that's how it works...or SHOULD! It's called customer service.
If he doesn't co-operate you can file complaints with various online agencies like BizRate that will give him a poor rating and discourage other consumers from using him.
Claudia