Blessed incense is a sacramental. If you read the Old Testament God ordered the Jews to burn sacred Frankincense incense before the Ark of the Covenant. In fact, when two of Aarons' sons burned incense not exactly according to God's directions, they were burned alive before their father's eyes. They had acted profanely. Anyway, what I wanted to say is this, we light candles for the dead, burn wax or oil for them, we remember them at the holy water font, we pray for them, have masses said for them, but we can also burn blessed incense for them.
Incense is in part a symbol of our prayers rising up to Heaven. We have such richness in Catholicism! Such beauty! Small home incense burners can be purchased, along with the incense and the charcoals. Have the stuff blessed and burn it at home as you say your prayers. Even if you only remember the dead in a general way as you pray, wishing to assist them, this suffices! They are only separated from us, they live on! The souls in purgatory suffer day and night without the least respite. Please have mercy on them!