I started out waxing all my cheeses and I think that it is one of the best ways to cope with a cheese that doesn't have a perfect surface as, if done correctly, the wax will seal any imperfections (as long as they are not huge cracks).
I didn't use a brush though, I bought a very cheap saucepan from the discount store and just keep the wax in it, leaving it to reset after each use. Whenever I need it I just heat it up on the cooker until it is liquid, check the temperature and dip the cheese on one side, leave that to set for a minute then rotate it and dip the other side. I then repeat this to get a good coating. This way I get a lovely smooth professional looking cheese. I have seen some very rough brush applications which I'm sure works but I don't imagine the seal is as good and it looks really messy and not as nice when finished
A few pointers I learned:
1. Make sure the cheese rind is dry before you wax so 3-5 days depending on cheese seems to work for me.
2. You shouldn't heat the saucepan of wax directly as it is flammable and the fumes aren't pleasant. You should use a double boiler, i.e. put the saucepan into a bigger saucepan filled with hot water and apply heat to the water to heat the smaller saucepan to melt the wax. Having said that I do heat it directly as I'm impatient but I never leave it unwatched and I have it under an extractor to remove any fumes.
3. The wax should be above 100°C (212°F) for the first coat. (I aim for 110°C/230°F ). This flashes off any surface moisture so the wax sticks better and I also assume that it must kill off any surface bacteria etc as, before I started checking the temperature, I got mould growing under the wax, now I don't.
4. I then remove from the heat and fill the larger saucepan with cold water to cool the wax as the second coat should then be done at around 75°C (170°F). The higher the temp, the thinner the coat so the second, thicker coat, ensures you cover any pinholes etc. Oh - and I also stick a label to the wax at this point so I remember cheese name/dates etc.
5. It's good to have some greaseproof paper around to stand the cheese on while the wax sets.
6. I then leave the pan to cool and, once set, pop the lid on and put in a cupboard until next time I need it.
Hope that helps you!