When we arrived in France our experience of paraffin burners was limited to greenhouse heaters. Things certainly have moved on. QLima appear to be the market leaders and a search on Google gets guidance videos in english, so presumably they now sell them in the UK. The paraffin here is sold in 20L bottles in several grades ranging from the stinky stuff we used in England to Zero Odour, which I can vouch for. There is another extremely clean version which is meant for wick lamps- far too expensive for heating.
My preference is for Tilly lamps, which give a lot of heat and reasonable light. For those who are not familiar with them they pre-heat the paraffin (using a small alcohol burner) which becomes vapour and which is then burned through a gas mantle. They will run for about 8 hours on one fill, but do need to be re-pressurised as the paraffin is depleted. In England we used smelly meths to start-up but here they do a odourless 95% alcohol cleaner sold in 1L bottles for a fraction of the price, so if you come to France buy some in the supermarket (and acetone as well, if you like).