I found a video on youtube with an easy origami lotus I think may work:
http://www.youtube.com/watch?v=fw3QCSfNHo0
I tried folding it with dsdsp and it works well. I am going to try to dip the bottom of one in melted wax to make it more water-friendly. I'll let you all know how it turns out!
***For safety, these will be floating in a pond and have tealights in a metal cup inside. We will not be using these as regular candle holders outside of water!***