@Externet's link initially brings up a breadboard image with two (alleged) "air-coupled" molded inductors, but wait! There's more! Scroll left to
this page and you see the original jewel thief circuit that uses two closely coupled (bifilar wound) windings on a toroidal core driving a red LED, which does appear to be illuminated. There is also a page (scroll right) that has oscilloscope screen shots of the oscillations produced by the circuit.
My wife buys electric "tea candle" lights to spread around the house in the event of a power failure at night. They don't produce much light, but once our eyes are dark accommodated they are bright enough to see enough to walk around without bumping into things.
These lights operate using a CR2032 "coin cell" for weeks at a time (when left turned on), producing a whiteish-to-yellowish, dim, flickering light... a pretty fair imitation of a real tea candle without the flame and the heat. I haven't taken any apart to see how they do this (she buys them cheap at a nearby "dollar" store, but suspect it is some variation of a jewel thief type of circuit, perhaps driving a small microprocessor that ramps (pulse width-modulates) the intensity up and down to produce the flickering effect. I wonder if anyone here has taken a few of these "tea candle" lights apart to find out how they work. They are actually too cheap to consider making your own, but it might make an interesting hobby project. OTOH, they may be using a very tiny neon lamp and some sort of voltage boost circuit, but that doesn't account for the flickering effect.