It is permitted to burn incense at home during prayers as well as before sacred images. It is not as common as lighting candles at home but nonetheless a venerable custom.
You will need charcoal disks, incense, a censer and a lot of ventilation.
Open the windows and keep a fan nearby for good measure.
Here is a one pound bag of frankincense. In the meantime your sacristan or priest may be able to give you a small sample of incense and charcoal.
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Ab illo benedicaris in cujus honore cremaberis. Be blessed in whose honour thou art burnt.
Psalm 141
1 Come quickly, Lord, at my cry for succour; do not let my appeal to thee go unheard.
2 Welcome as incense-smoke let my prayer rise up before thee; when I lift up my hands, be it acceptable as the evening sacrifice.
3 Lord, set a guard on my mouth, post a sentry before my lips;
4 do not turn my heart towards thoughts of evil, and deeds of treachery; never let me take part with the wrong-doers, and share the banquet with them.
5 Rather let some just man deal me heavy blows; this shall be his kindness to me; reprove me, and it shall be balm poured over me; such unction never will this head refuse. Their injuries I will still greet with a prayer …
6 … My words have won their hearts, a people that had seen their chieftains hurled down the rock-face,
7 a people whose bones lie scattered at the grave’s mouth, like seed when the earth is cloven into furrows.
8 To thee these eyes look, my Lord, my Master; in thee I trust; let not my life be forfeit.
9 Preserve me from the ambush they have laid for me, from the snares of the wrong-doers. 10 Into their own net, sinner upon sinner, may they fall, and I pass on in safety.