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Sensible Prepper made a great video tutorial on how to make a penny can stove. This contraption costs next to nothing to make, it's very efficient, it can be used for cooking, and it can be used for heating.
Since it takes up very little space, you could include this and some denatured alcohol in your bug out bag so you can cook food or at least heat up canned food in an emergency. To make it, you'll need two soda cans, a marker, sharp scissors, a sanding block or file, a nail, needle-nose pliers, some fiberglass insulation, some heat resistant sealant, and a penny.
Watch the video below for step by step instructions.