Knock gently with hesitation, wanting thin candle (5)
I believe the answer is:
taper
'thin candle' is the definition.
(I've seen this in another clue)
'knock gently with hesitation' is the wordplay.
'knock gently' becomes 'tap' (I've seen this before).
'with' is a charade indicator (letters next to each other).
'hesitation' becomes 'er' (sound made while hesitating - um, er).
'tap'+'er'='TAPER'
'wanting' is the link.
(Other definitions for taper that I've seen before include "Gradually become thinner" , "recording artist" , "Wick; gradually lessen" , "Get more narrow" , "sticker" .)