Lord Shiva said to his consort Paravati that anyone who would make the "deepa" (lamp) burn brighter would become the ruler of the three worlds. A rat approached it, wanting to drink the ghee (melted butter) but as it attempted to drink, the flame was rekindled into its mouth. Parvati asked Lord Shiva to keep his promise and so Lord Shiva did.
The Skanda Purana, a Saivite text also reads that Bali worships Shiva everyday. P. 1419 The Skanda-purāņa by Jagdish Lal Shastri, Govardhan P. Bhatt, Ganesh Vasudeo Tagare.
