Bruce Hirst was generous enough to share several methods of making your own molds using various compounds including silicone. There’s clear step by step illustrated instructions and I particularly liked his idea for making a supportive box with lego. We have enough of that around the house. See Hirst’s Arts Mold Making Page for more.
BeeSkep shares how they make their molds on the Smooth-On site which sells all the latest mold making products. They explain how they use plastic tubing cut in half to create their molds.
Chef Rubber’s Beginners Guide to Mold Making for the Confectionery Artist is also very good and could be used for candles. To make your own grubby candle mold you could use an actual grubby candle, although it would probably be a good idea to seal it first.
There’s a great project page on how to make an electric grubby candle from Bitter Creek. They don’t actually make a grubby mold here but cake the candle after using a regular mold. The example shown has a Xmas tree opening using a pine tree cookie cutter. Bitter Creek also sells tons of great candle supplies.