I tried to make swirls many many times... of course without succeeding!
I don't know whether this time I can be satisfied with the result, but at least I prepared some nice candles that a french friend described as 'des morceaux de ciel' (literally 'bits of sky').
How to do this?
Once I've seen a video (or maybe it was a blog/webpage) in which someone was using the following technique but with many colours all at the same time.
1) Melt and pour plain (no colours, some fragrance if you fancy it) soy wax in your containers
2) when the wax is firm, make some holes with the help of a wooden skewer or anything pointy. Holes should be as close as possible to the container's walls, and should be running along 3/4 of the candle.