A duranja is an oil lamp used for Bajoran prayers. A person who kept a duranja would keep its flame lit in memory of someone they knew who had died and would ask the Prophets to guide them to the Celestial Temple.
In 2376, Azeni Korena travelled to the Kenda Shrine to obtain a Duranja from the Vedeks there. She later used it to pray for her grandfather, Ralanon Topa, after he died. (DS9 novel: Bajor: Fragments and Omens)