Candles are a favorite of mine! But, there's nothing scarier than the thought that I might forget them.
So, if you're forgetful like myself, then I'd say using your crystal lamp is much safer. However, you may want to use a diffuser or wax melt to create a similar atmosphere as candles create.
Candles are an essential part of healing, mostly because of the atmosphere they create. So, if you feel safe with this, you can try using both! But, again, if you feel unsure, I'd just use your crystal lamp!