I was thinking you could use royal icing. Make a simple template place it under wax paper then trce with RI. After it dries you could even attach it with floral wire to make it look like it was coming out of the cake. Would love to know how it turns out I've been thinking about fireworks for a while but haven't had an occasion to make them yet. Good luck.
Here are some great fireworks cakes, to give you some ideas:
http://www.cakecentral.com/cake-photo_57342.html
http://www.cakecentral.com/cake-photo_90545.html
http://www.cakecentral.com/cake-photo_11168.html
Sorry for not getting back sooner bad storms here yesterday our electectric was out until this morning. The floral wire should be easy to find, any craft store will have it. Walmart has it in their artificial flowers aisle. You can also twist it around a pencil and make it swirly. I think that would look really fun with the firework attached. Just something to keep in mind, you shouldn't put the wire directly into the cake or icing. You can cut a straw, fill it with RI put the floral wire in that. Then when it dries insert only the straw portion into the cake. Hope you post a pic when your done I would love to see how it turns out.
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