Its been a lot of years ago, but at one time I used both tallow as well as paraffin [like used for canning]. Melted a quantity in a shallow pan to a depth of about 1/16"~1/8" and then set the wads in it for a short time and then set them out like cookies on a sheet to dry. I used a large pair of 12" tweezers that I'd acquired from the Northwestern School of Taxidermy when they used to advertise mail order taxidermy lessons in the back of Boys Life and other outdoor magazines. I sourced the tallow from a rendering plant and it was a real PITA at the time finding an operation that would sell me a small quantity. I ended up with a couple of small aluminum tins filled with tallow by someone who took pity on me at one of the many places that I called at the time. Paraffin OTOH, is quite easily found.
You need to use care that you do not get aggressive with the heat & set the wax on fire. I also think you could as easily use a good quality of old time fiberous cup grease like Esso 'Estan 3'. I was going to try that as well, but never got around to doing it.
