Candle Wax / Resin Aglet
Dripping wax or resin onto the lace end, then rolling it between your fingers while still warm, creates a reasonable short-term aglet. It's an ideal emergency measure, as most households (and even many campsites) have a candle handy.
Drip a small amount of candle wax onto the end of the shoelace. Allow it to soak in a little, but don't let it harden completely.
While still warm, mold the wax around the lace end by carefully rolling between your fingers for a smooth finish.
WARNING: Keep away from naked flames!
Don't be tempted to use a naked flame to heat the lace end once it has wax on it; the chances of setting fire to it are dangerously high! Instead, heat a flat knife and use that to mold the wax.
Although candle wax is fairly soft, it impregnates the fibres of the shoelace, making the finished aglet reasonably firm. It should nonetheless be considered a short-term solution.
A more durable “melt-on” solution is to use either soldering resin (translucent, but brittle) or sealing wax, such as is used to make seals for official letters or documents. Because both of these are tougher, they generally require more heat to melt, so it may be painful to mold these materials using your bare fingers.