pillar candles are designed not to melt to the edge as it would be messy. If, by small pillar candles, you mean votives, then the trick is to keep the wick trimmed and burn then for long enough in one go out of a draught, same wit jar candles, they tunnel if not burnt long enough at one go, 4 hours or even longer is needed and again, out of a draught. I use tea lights mostly for that reason as they are used up much more quickly and don't need such a long burn time.