To keep mine lit, I made a liner out of hardware mesh (cut to fit, rolled it up, let it spring open inside). It keeps the little round 'grill' from falling sideways, which is usually what causes mine to go out.
For fuel, I use chunks/pieces of palm flower frond stems that I cut into segments with a pair of loppers. The long flower 'stems' dry up an fall off my tree, and I pick them up and use them. They don't last very long, so I have to keep an eye on it to add fuel -- but that's what I'm using right now.
I'm taking lessons from the rest of you guys! :)