I have made several Goudas ... only the last of which really came out right. The key, at least for me, is to keep it from becoming too acidified in the press. During my earlier makes, I pressed overnight, and had no way to measure the pH; they came out tasty, but very crumbly. For my last one, I pressed only for a couple of hours before reaching the target pH of 5.3-5.4. It came out very flexible, maybe a bit too moist, but quite good -- and I anticipate that it will get even better as I age the other half for a longer time.
Part of what I have discovered since getting a pH meter is that my cultures and dosing practices have been leading to much more rapid acidification than I would have thought. If you don't have a pH meter, one way to deal with this is to use a slower-acidifying culture like Flora Danica, and even then reducing the time in the press. Another strategy would be to do your pressing in a cool environment.
I have not made a Colby, so not sure what the issues would be there ... but you might face some similar issues (?).
Final comment: rather than wax, consider getting a vacuum sealer. I used wax at first, and now have a dedicated crock pot full of wax ... which has not been used for quite some time. I find the vac sealing gives similar results, but so much more conveniently and easily. The initial investment is only slightly higher than buying several pounds of cheese wax, as long as you don't go for too fancy a model. Mine is a fairly basic FoodSaver, but boy does it work well.