I have an untested idea which I'll throw out to you guys.
First, make your flame shape out of sculpey or other modeling clay.
Second, cast a mold of the flame in plater or whatever.
third, pour clear or lightly tinted resin into mold to make a transparent copy of the original flame shape.
fourth, use christmas lights or fiber optics in red and orange color lights placed beneath or inside the clear resing to create the illumination of flame along with the apparent physicalness of flame.
Basically, fire is just radiation which falls within our visual spectrum. This means it appears to have volume and is self-luminous. It generates it's own light rather than reflecting other light. This method, as yet untested by myslef is the best method I can come up with to create flames transparent volume and luminosity.
I've seen other attempts at making flame which rely on clay painted to look like fire, but in my opinion, it has yet to be carried out well.