Over the years several folks have come up with these odd little colored cups and wondered what they were. If the wicks get separated, you really have no clue. You'd pour water and cooking oil in them, and the wick would float on the top. Maybe the idea with the water was that if it got knocked over it would help put out the fire? Like pouring water into a pan of burning grease?
Do you have any of these in your attic?