This might work if you only need a few, but generally you want to stay out of menace areas. You don't have access to your Opportunity deck, and can't level stats or make money as easily.

If you really want to grind Mourning Candles pre-PoSI, I'd suggest doing Sunken Embassy for upconverting Lamplighter Beeswax, or L.B. Industries for things you can sell at the Rat Market to buy Scarabs for upconversion. Both of these options can have 0 menace gain, and will work regardless of your stats. Good for leveling, too. If you're newly a PoSI, just go for Newspaper.