You can always make a roman candle launcher...
Get a length of cast iron pipe, ideally a few inches longer than the roman candle you will be using.. Also get one threaded endcap, and make sure the cast iron pipe has threads on it.
Screw threaded end onto one end, and insert the roman candle into the pipe- with the base of the roman candle contacting the threaded endcap.
If your like me and my friend were, get creative and weld some handles onto the pipe- so you can hold it. (we also welded the endcap on, just in case- overkill is better than us being killed/maimed) We also make sure the tube could hold 3 roman candle tubes at a time- for 2 reasons- room for the gasses to expand if it failed, and also so we could do epic "machine gun" firing..
We actually built this thing for the storm drains in our area, and it worked quite well. We always had airflow so no gas issues in the drains. (also sewage was on a completely separate line) Worked amazingly, just kinda wished I had a digital camera back than.. this was about 10 years ago.
Really rough "image" of the launcher below, FYI.
I would assume this would offer lots more protection than just holding it with your hand. We had one roman candle fully fail once (all went off at the same time, none shot out) the pipe held true, but got pretty hot quickly.
If your really worried about it, you could always make one out of High-density polyethylene (HDPE) -the same tubing that is used to launch professional fireworks from. Only issue is you will have a harder time securing the tail end from blow out. (or make the HDPE as the inner liner, than cast iron as the outer)