I assume that you are talking about firework type sparklers? The answer is you don't. They need an explosives licence to manufacture them, they contain nasty toxic chemicals such as Barium Nitrate and they are quite difficult to get right. The slurry that the wires are dipped in has to me the correct viscosity and temperature. Also trying to coat the metal powders in them so that they don't prematurely oxidise is another problem. Buying them is cheaper and safer in the long run.