I am a memory made of light, captured once, then held tight. What am I?

I make blending ingredients easier, and sometimes even hands free. It's also essentially what a dj is.

A school’s paper companion, A scholar’s delight, An artist’s tool, And a banker’s nightmare.

I have been used for centuries, since the neolithic period. I have many uses, such as making an area fill with light when lit, acting as a lock for paper, and I also remove hair.

There's a famous one in France. There's a famous one in Rome. There's a famous one if by chance, you pass the burger place by your home. What structure am I referring to?