So, I've found this place, COateliers, and we've planned on going there last month, but in the last moment it didn't work out, but this weekend (16.12.12) we've finally made it!
It's awesome, and the ladies are even speaking English, so that was an extra bonus. :)
Basically you can start from scratch with just the wick, but that takes an hour longer so I started with a base candle. You dip it into the different waxes, waiting for it to cool off between dips (there's a bucket of water to help this go faster), and watch your candle grow...
For the carving part, I've never done this before and only seen it a couple of times on YouTube, so this time I let the lady to carve, but... seeing her work, and watching more YouTube I think that next time it will be all my handywork.