Green’s Dictionary of Slang

1. (UK/US gay) a penis.

1837		‘The Ladies and the Candle’ in Ri-tum Ti-tum Songster 14: Underneath his clothes, of course, / Was his long Roman candle.
1972		B. Rodgers Queens’ Vernacular.
1986–7		Maledicta IX 60: Roman candle n [R] 1: Italian-American penis.

2. a Roman Catholic.

1941		G. Kersh They Die with Their Boots Clean 57: There’s services for C. of E-ers and Roman Candles.
1959		I. & P. Opie Lore and Lang. of Schoolchildren (1977) 369: Catholics are ‘Roman Candles.’.

3. an Italian.

1972		B. Rodgers Queens’ Vernacular.
1986–7		Maledicta IX 60: Roman candle n [R] [...] 2: Any Italian; homosexual slang.