Yes, that's right sparklers they make very good fuse delays. They have many advantages to other delays. They are pretty reliable. You can see them at night. They burn for a long time. They are fun to watch. They are cheap. Almost anyone in the U.S can get them.
You simply cut the wire/wooden handle down to a more common size then attach them to any explosive/pyrotechnic device you want.
The only bad thing is that they are a pain to light. You have to use a lighter.