It might be a bit different but what I mostly do is just pickpocket the torches from guards in random towns and if I feel like it reverse pickpocket them to vendors and buy them back.
I assume you have enough money to do that .

To make it yourself easier, wait until dark so you can actually see which guard is holding torches and which don't .
Of course, you need to have the necessary perks to pickpocket holded items.