Typically a hole on the middle means your candle isn't used long enough. Are you using them less than 2 hours?

You can buy some pre-waxed wicks and melt the remainder of tunneled candles to make smaller ones with the leftover wax.

Also, check out Etsy, many more price points available on there than I see in stores.

I don't know what your definition of expensive is, but I suggest https://www.pureintegrity.com/

I think their candles are worth it. Also, if you're local, you can return the wooden tops for a discount on your next purchase.

I get most of mine from the grocery store. When they're on sale, they're usually almost half off, so I buy several and stock up.

Here’s a terrible rec for price considerations: Penrose.

They make the best-smelling waxes I have ever encountered. If you’re someone who is sensitive to the complexities and subtleties of smells, their waxes are god tier. You will find something to adore.

But, they’re not cheap, so a poor answer to your question.

TJMaxx, TKMaxx, whatever it's called where you are. Also good for fancy hand soap.

To fix tunnelled candles, maybe try wrapping them in foil to help heat the outer edges and level them out

Make your own

Not candles but have you thought about a diffuser with aromatherapy oils?