I make soy candles and have been for about 6 years now. I just did an experiment and posted about it on my
Facebook page (click here to view the results). I used about 1/4th of a crayon and it did not burn well at all, plus it was a fairly light blue so to use half that amount for coloring an 8oz soy candle would give you a very, very light blue. I even used Crayola brand which I read was the only kind that works for this.
It is the pigment in the crayon that will clog the wick. Also, I could even smell some of the crayon smell even though the candle had it's own fragrance.
I would not recommend using crayons unless you are using the candles for home use only and only want to tint your candles by using a very, very small amount of crayon. I've seen people post videos of making very colorful candles using half a crayon and some soy wax and I'm sitting there thinking....that candle isn't going to burn! It looks great, but it's not going to burn long if at all! lol
Anyway, candle dye doesn't cost much, especially the liquid dyes (they last forever!)