This site shows a variety of miner's candlestick holders that are typical of the designs used in the nineteenth century in North American. Candles were the general convention before electricity because they produced less smoke and burned less oxygen. Light was minimal, however, so accidents could occur. One also sees illustrations of tallow used to "glue" candles onto the fronts of miner's leather hats, and that approach was used to place candles in strategic spots in the mines. The iron candle holders in the link I provided could be used to jab into wood or soft rock or to hook onto a wooden or rock ledge.

I'll copy-paste from my earlier answer (here):

The dangers of open flame were well understood, but there were few options: dried fish skins (which give out a bit of bioluminescence) and bottled fireflies were used, but these provided at best rudimentary lighting. A contraption known as Spedding mill was also used from 1750s: a boy would work the handle of one of these mills, rotating a steel disk against a flint and producing sparks. It was believed these sparks could not ignite explosions, a notion that was eventually proven to be false. The threat of explosions was somewhat diminished after the introduction of safety lamps by George Stevenson and Sir Humphry Daly after 1816 - these isolated the flame behind a veil of gauze or glass channels with small enough holes so that the flame could not pass - but serious accidents happened nevertheless. ...

A textbook from 1854 [1] noted, however, that the goal should be to provide enough fresh air so that open fire and candles could be used, but it seems unlikely that this was the case in most mines where it was most needed.